+229.7%
WAT vs TD
+300.1%
-70.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.6% |
| 7D | +2.0% | +0.6% | +1.4% | +1.7% |
| 30D | +7.7% | +5.0% | +2.7% | +5.1% |
| 3M | +11.1% | +1.1% | +10.0% | +10.3% |
| 6M | +31.2% | +16.5% | +14.8% | +20.6% |
| YTD | +21.7% | +34.3% | -12.6% | +3.6% |
| 1Y | +19.3% | +52.9% | -33.6% | -5.3% |
| 3Y | +80.6% | +132.2% | -51.6% | +13.4% |
| 5Y | +29.5% | +101.9% | -72.3% | -13.4% |
| All | +229.7% | +300.1% | -70.4% | +50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling