+5,767.7%
WAT vs TD
+8,075.2%
-2,307.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | +5.4% | +5.2% | +0.2% | +3.3% |
| 3M | +11.3% | +1.2% | +10.1% | +10.6% |
| 6M | +37.4% | +17.7% | +19.7% | +28.0% |
| YTD | +21.2% | +34.2% | -13.1% | +6.8% |
| 1Y | +21.3% | +55.4% | -34.1% | +0.5% |
| 3Y | +83.4% | +130.4% | -47.0% | +28.1% |
| 5Y | +29.0% | +101.8% | -72.8% | -5.5% |
| 10Y | +223.9% | +301.9% | -77.9% | +76.0% |
| All | +5,767.7% | +8,075.2% | -2,307.4% | +1,153.7% |
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