+299.2%
TD vs WST
+446.4%
-147.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | +7.6% | +12.7% | -5.1% | +6.0% |
| 3M | +3.0% | +17.2% | -14.1% | +0.9% |
| 6M | +16.8% | +26.7% | -9.8% | +13.2% |
| YTD | +34.3% | +50.3% | -15.9% | +26.9% |
| 1Y | +56.0% | +50.2% | +5.7% | +47.2% |
| 3Y | +132.4% | +21.7% | +110.6% | +117.3% |
| 5Y | +103.7% | +2.0% | +101.6% | +92.3% |
| 10Y | +299.2% | +451.1% | -151.9% | +164.3% |
| All | +299.2% | +446.4% | -147.2% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling