+294.4%
TD vs WU
-38.9%
+333.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | +1.1% | -2.0% | +3.1% | +1.7% |
| 30D | +5.2% | +11.4% | -6.2% | +1.6% |
| 3M | +1.2% | -6.8% | +8.0% | +2.9% |
| 6M | +17.7% | -14.6% | +32.4% | +21.4% |
| YTD | +34.2% | -20.6% | +54.9% | +41.0% |
| 1Y | +55.4% | -15.4% | +70.8% | +59.4% |
| 3Y | +130.4% | -23.6% | +154.0% | +137.8% |
| 5Y | +101.8% | -43.4% | +145.2% | +128.9% |
| All | +294.4% | -38.9% | +333.3% | +337.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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