+222.3%
WAB vs TD
+122.4%
+99.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | -0.2% | -2.6% | +2.4% | +1.4% |
| 30D | -5.9% | -1.0% | -4.9% | -5.4% |
| 3M | +9.4% | +5.6% | +3.7% | +5.5% |
| 6M | +13.8% | +27.1% | -13.3% | -1.7% |
| YTD | +31.8% | +29.4% | +2.4% | +12.4% |
| 1Y | +48.5% | +60.7% | -12.2% | +11.2% |
| 3Y | +167.0% | +127.6% | +39.3% | +58.2% |
| 5Y | +222.3% | +125.4% | +96.9% | +80.5% |
| All | +222.3% | +122.4% | +99.9% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling