+11.4%
WBD vs TD
+306.3%
-294.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.3% |
| 30D | +1.4% | -1.9% | +3.3% | +2.7% |
| 3M | +4.4% | +4.8% | -0.4% | +0.3% |
| 6M | +0.8% | +28.0% | -27.2% | -17.5% |
| YTD | -2.7% | +30.3% | -33.0% | -21.8% |
| 1Y | +73.4% | +59.8% | +13.6% | +18.7% |
| 3Y | +142.1% | +124.7% | +17.4% | +27.4% |
| 5Y | +7.2% | +127.0% | -119.7% | -43.4% |
| All | +11.4% | +306.3% | -294.9% | -60.5% |
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