+142.1%
WEC vs TD
+303.5%
-161.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -1.3% | -2.6% | +1.3% | -0.6% |
| 30D | -0.4% | -1.0% | +0.6% | -0.1% |
| 3M | -6.8% | +5.6% | -12.4% | -8.4% |
| 6M | -6.4% | +27.1% | -33.5% | -12.8% |
| YTD | +2.5% | +29.4% | -26.9% | -5.1% |
| 1Y | -0.4% | +60.7% | -61.1% | -13.5% |
| 3Y | +38.5% | +127.6% | -89.1% | +7.7% |
| 5Y | +31.7% | +125.4% | -93.7% | +1.5% |
| All | +142.1% | +303.5% | -161.4% | +39.3% |
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