+296.7%
TD vs WST
+321.8%
-25.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | +0.9% | -0.3% | +1.1% | +0.9% |
| 30D | -0.7% | -4.6% | +4.0% | -0.1% |
| 3M | +6.3% | +5.7% | +0.6% | +5.4% |
| 6M | +27.9% | +37.6% | -9.6% | +22.4% |
| YTD | +29.8% | +23.0% | +6.8% | +25.8% |
| 1Y | +63.7% | +33.8% | +29.8% | +56.4% |
| 3Y | +128.3% | -13.4% | +141.7% | +125.1% |
| 5Y | +125.5% | -27.0% | +152.5% | +124.2% |
| 10Y | +296.7% | +324.5% | -27.8% | +174.0% |
| All | +296.7% | +321.8% | -25.1% | +174.0% |
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