+759.5%
TD vs WU
-19.6%
+779.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +0.3% | -0.8% | +1.1% | +0.6% |
| 30D | +0.4% | -1.1% | +1.5% | +0.7% |
| 3M | +7.6% | -3.9% | +11.5% | +7.3% |
| 6M | +25.0% | -20.7% | +45.7% | +33.2% |
| YTD | +31.0% | -18.4% | +49.4% | +37.6% |
| 1Y | +65.2% | -8.1% | +73.2% | +64.6% |
| 3Y | +122.5% | -24.2% | +146.7% | +131.6% |
| 5Y | +124.8% | -50.4% | +175.2% | +170.2% |
| 10Y | +298.2% | -40.0% | +338.3% | +328.9% |
| All | +759.5% | -19.6% | +779.1% | +614.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling