+5,233.6%
WAB vs TD
+8,075.2%
-2,841.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | +0.1% | +1.2% | -1.1% | -0.7% |
| 6M | +12.8% | +17.7% | -5.0% | +3.3% |
| YTD | +40.1% | +34.2% | +5.8% | +19.8% |
| 1Y | +46.4% | +55.4% | -9.1% | +15.8% |
| 3Y | +167.4% | +130.4% | +37.0% | +70.3% |
| 5Y | +215.0% | +101.8% | +113.2% | +114.3% |
| 10Y | +269.2% | +301.9% | -32.7% | +80.5% |
| All | +5,233.6% | +8,075.2% | -2,841.6% | +1,386.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling