+1,342.0%
WM vs TD
+7,879.0%
-6,537.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.8% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -2.4% | +0.4% | -2.8% | -2.6% |
| 3M | +0.4% | +7.6% | -7.2% | -2.2% |
| 6M | -9.5% | +25.0% | -34.5% | -16.2% |
| YTD | +0.5% | +31.0% | -30.5% | -8.4% |
| 1Y | -1.1% | +65.2% | -66.3% | -16.6% |
| 3Y | +46.0% | +122.5% | -76.5% | +10.5% |
| 5Y | +51.8% | +124.8% | -73.0% | +13.0% |
| 10Y | +307.5% | +298.2% | +9.3% | +146.8% |
| All | +1,342.0% | +7,879.0% | -6,537.0% | +260.0% |
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