+46.2%
WM vs TD
+129.3%
-83.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | +1.2% | -1.7% | +2.9% | +1.2% |
| 30D | +13.1% | +8.2% | +4.8% | +12.8% |
| 3M | +3.6% | +1.7% | +1.9% | +3.5% |
| 6M | +8.1% | +14.2% | -6.2% | +7.2% |
| YTD | +8.9% | +32.8% | -23.8% | +6.8% |
| 1Y | +20.3% | +55.5% | -35.1% | +16.2% |
| 3Y | +46.2% | +129.6% | -83.5% | +34.8% |
| All | +46.2% | +129.3% | -83.2% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling