+52.9%
WAT vs TD
+128.4%
-75.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | -0.7% | +0.9% | -1.6% | -1.1% |
| 30D | -1.0% | -0.7% | -0.3% | -0.7% |
| 3M | +10.9% | +6.3% | +4.6% | +7.2% |
| 6M | +33.2% | +27.9% | +5.3% | +17.1% |
| YTD | +6.1% | +29.8% | -23.7% | -7.6% |
| 1Y | +30.2% | +63.7% | -33.4% | +0.3% |
| 3Y | +52.9% | +128.3% | -75.5% | -2.1% |
| All | +52.9% | +128.4% | -75.5% | -2.1% |
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