+4,963.3%
WAB vs TD
+7,879.0%
-2,915.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.4% |
| 7D | -3.2% | +0.3% | -3.5% | -3.4% |
| 30D | -4.4% | +0.4% | -4.8% | -4.7% |
| 3M | +7.9% | +7.6% | +0.2% | +3.6% |
| 6M | +8.7% | +25.0% | -16.3% | -3.3% |
| YTD | +33.0% | +31.0% | +2.0% | +15.2% |
| 1Y | +46.7% | +65.2% | -18.5% | +12.5% |
| 3Y | +153.0% | +122.5% | +30.5% | +64.1% |
| 5Y | +222.3% | +124.8% | +97.5% | +107.5% |
| 10Y | +291.0% | +298.2% | -7.2% | +92.3% |
| All | +4,963.3% | +7,879.0% | -2,915.7% | +1,329.7% |
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