+7,930.8%
TD vs WST
+8,073.4%
-142.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | +0.4% | -3.1% | +3.5% | +1.0% |
| 3M | +7.6% | +7.2% | +0.4% | +5.8% |
| 6M | +25.0% | +36.8% | -11.8% | +16.1% |
| YTD | +31.0% | +23.8% | +7.2% | +24.0% |
| 1Y | +65.2% | +37.8% | +27.4% | +51.9% |
| 3Y | +122.5% | -15.9% | +138.4% | +116.0% |
| 5Y | +124.8% | -25.8% | +150.6% | +118.9% |
| 10Y | +298.2% | +319.6% | -21.4% | +128.5% |
| All | +7,930.8% | +8,073.4% | -142.6% | +2,194.6% |
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