+296.4%
WBD vs TD
+1,100.5%
-804.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | +0.2% |
| 7D | -0.7% | +0.9% | -1.6% | -1.3% |
| 30D | +5.0% | -0.7% | +5.7% | +5.3% |
| 3M | +6.2% | +6.3% | 0.0% | +1.5% |
| 6M | +0.6% | +27.9% | -27.3% | -15.7% |
| YTD | -2.4% | +29.8% | -32.2% | -19.3% |
| 1Y | +127.7% | +63.7% | +64.0% | +61.0% |
| 3Y | +148.4% | +128.3% | +20.1% | +40.4% |
| 5Y | +4.2% | +125.5% | -121.3% | -40.1% |
| 10Y | +10.8% | +296.7% | -285.9% | -56.6% |
| All | +296.4% | +1,100.5% | -804.1% | -11.4% |
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