+167.4%
WAB vs TD
+132.8%
+34.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +5.1% | +1.1% | +4.0% | +4.5% |
| 30D | +4.0% | +5.2% | -1.2% | +1.7% |
| 3M | +0.1% | +1.2% | -1.1% | -0.5% |
| 6M | +12.8% | +17.7% | -5.0% | +4.2% |
| YTD | +40.1% | +34.2% | +5.8% | +22.0% |
| 1Y | +46.4% | +55.4% | -9.1% | +19.9% |
| 3Y | +167.4% | +130.4% | +37.0% | +85.5% |
| All | +167.4% | +132.8% | +34.5% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling