+8,037.8%
TD vs WST
+9,512.0%
-1,474.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.4% | -1.0% |
| 7D | -1.7% | -3.1% | +1.4% | -1.0% |
| 30D | +8.2% | +9.1% | -0.9% | +6.2% |
| 3M | +1.7% | +14.7% | -13.0% | -1.4% |
| 6M | +14.2% | +28.0% | -13.8% | +8.0% |
| YTD | +32.8% | +45.6% | -12.9% | +21.3% |
| 1Y | +55.5% | +45.7% | +9.8% | +41.8% |
| 3Y | +129.6% | +21.1% | +108.5% | +104.4% |
| 5Y | +102.2% | +0.3% | +101.9% | +83.4% |
| 10Y | +306.3% | +449.0% | -142.7% | +118.7% |
| All | +8,037.8% | +9,512.0% | -1,474.2% | +2,143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling