+5,119.2%
WAT vs TD
+7,879.0%
-2,759.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +2.3% | +0.4% | +1.9% | +2.1% |
| 3M | +8.7% | +7.6% | +1.1% | +5.2% |
| 6M | +28.3% | +25.0% | +3.3% | +16.7% |
| YTD | +7.8% | +31.0% | -23.2% | -4.0% |
| 1Y | +36.6% | +65.2% | -28.6% | +10.2% |
| 3Y | +45.7% | +122.5% | -76.8% | +3.3% |
| 5Y | -3.3% | +124.8% | -128.1% | -32.2% |
| 10Y | +162.1% | +298.2% | -136.1% | +43.1% |
| All | +5,119.2% | +7,879.0% | -2,759.8% | +1,027.0% |
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