+35.3%
WAT vs TD
+104.2%
-68.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.4% | -0.7% | +4.1% | +3.8% |
| 30D | +9.6% | +7.6% | +2.0% | +5.7% |
| 3M | +15.5% | +3.0% | +12.5% | +13.6% |
| 6M | +33.9% | +16.8% | +17.1% | +22.9% |
| YTD | +25.2% | +34.3% | -9.2% | +6.6% |
| 1Y | +26.3% | +56.0% | -29.7% | -0.7% |
| 3Y | +85.8% | +132.4% | -46.5% | +16.0% |
| 5Y | +35.3% | +103.7% | -68.4% | -9.8% |
| All | +35.3% | +104.2% | -68.9% | -9.8% |
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