+326.4%
WM vs TD
+303.3%
+23.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | +13.7% | +7.6% | +6.1% | +10.8% |
| 3M | +5.2% | +3.0% | +2.2% | +3.9% |
| 6M | +11.2% | +16.8% | -5.7% | +4.7% |
| YTD | +9.4% | +34.3% | -24.9% | -2.4% |
| 1Y | +20.4% | +56.0% | -35.6% | +1.5% |
| 3Y | +44.7% | +132.4% | -87.7% | +3.1% |
| 5Y | +58.5% | +103.7% | -45.2% | +17.4% |
| 10Y | +326.4% | +299.2% | +27.2% | +141.8% |
| All | +326.4% | +303.3% | +23.1% | +141.8% |
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