+2,112.0%
WEC vs TD
+7,879.0%
-5,767.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -1.3% | +0.4% | -1.7% | -1.4% |
| 3M | -3.9% | +7.6% | -11.6% | -5.4% |
| 6M | -8.3% | +25.0% | -33.3% | -12.5% |
| YTD | +3.1% | +31.0% | -27.9% | -2.6% |
| 1Y | +1.9% | +65.2% | -63.2% | -8.1% |
| 3Y | +41.9% | +122.5% | -80.6% | +19.8% |
| 5Y | +30.8% | +124.8% | -94.0% | +9.6% |
| 10Y | +141.9% | +298.2% | -156.3% | +77.9% |
| All | +2,112.0% | +7,879.0% | -5,767.0% | +955.0% |
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 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