+101.4%
TD vs WU
-43.8%
+145.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +1.1% | -2.0% | +3.1% | +1.5% |
| 30D | +5.2% | +11.4% | -6.2% | +2.9% |
| 3M | +1.2% | -6.8% | +8.0% | +2.3% |
| 6M | +17.7% | -14.6% | +32.4% | +20.4% |
| YTD | +34.2% | -20.6% | +54.9% | +39.0% |
| 1Y | +55.4% | -15.4% | +70.8% | +58.4% |
| 3Y | +130.4% | -23.6% | +154.0% | +135.6% |
| All | +101.4% | -43.8% | +145.2% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling