+55.8%
WEC vs TD
+103.6%
-47.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.7% | +0.6% | -1.3% | -0.8% |
| 30D | +11.0% | +5.0% | +6.0% | +9.6% |
| 3M | +8.6% | +1.1% | +7.5% | +8.2% |
| 6M | +6.2% | +16.5% | -10.3% | +2.0% |
| YTD | +14.3% | +34.3% | -20.0% | +5.7% |
| 1Y | +8.4% | +52.9% | -44.5% | -3.2% |
| 3Y | +62.9% | +132.2% | -69.4% | +28.3% |
| 5Y | +55.8% | +101.9% | -46.0% | +26.0% |
| All | +55.8% | +103.6% | -47.8% | +26.0% |
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