+2,353.0%
WEC vs TD
+8,077.8%
-5,724.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.9% |
| 3M | +8.6% | +1.1% | +7.5% | +8.3% |
| 6M | +6.2% | +16.5% | -10.3% | +2.8% |
| YTD | +14.3% | +34.3% | -20.0% | +7.4% |
| 1Y | +8.4% | +52.9% | -44.5% | -0.8% |
| 3Y | +62.9% | +132.2% | -69.4% | +36.3% |
| 5Y | +55.8% | +101.9% | -46.0% | +33.3% |
| 10Y | +193.2% | +302.0% | -108.8% | +115.0% |
| All | +2,353.0% | +8,077.8% | -5,724.8% | +1,063.6% |
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