+7.8%
WBD vs TD
+122.4%
-114.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.3% |
| 7D | -0.6% | -2.6% | +2.0% | +1.6% |
| 30D | +4.2% | -1.0% | +5.2% | +4.8% |
| 3M | +7.5% | +5.6% | +1.9% | +1.9% |
| 6M | +1.6% | +27.1% | -25.5% | -19.1% |
| YTD | -2.2% | +29.4% | -31.6% | -23.7% |
| 1Y | +124.9% | +60.7% | +64.2% | +43.0% |
| 3Y | +149.1% | +127.6% | +21.5% | +13.2% |
| 5Y | +7.8% | +125.4% | -117.6% | -50.7% |
| All | +7.8% | +122.4% | -114.6% | -50.7% |
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 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