+131.3%
TD vs WST
+16.9%
+114.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.4% | -0.6% |
| 7D | -1.7% | -3.1% | +1.4% | -1.6% |
| 30D | +8.2% | +9.1% | -0.9% | +7.9% |
| 3M | +1.7% | +14.7% | -13.0% | +1.2% |
| 6M | +14.2% | +28.0% | -13.8% | +13.1% |
| YTD | +32.8% | +45.6% | -12.9% | +30.6% |
| 1Y | +55.5% | +45.7% | +9.8% | +52.9% |
| All | +131.3% | +16.9% | +114.3% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling