+271.8%
WPM vs TD
+123.9%
+147.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.7% |
| 7D | +3.9% | -1.9% | +5.8% | +5.0% |
| 30D | +17.7% | -1.6% | +19.3% | +18.5% |
| 3M | +39.4% | +4.6% | +34.8% | +35.3% |
| 6M | +6.4% | +26.8% | -20.4% | -6.9% |
| YTD | +34.0% | +28.3% | +5.7% | +16.7% |
| 1Y | +50.5% | +60.4% | -9.9% | +18.4% |
| All | +271.8% | +123.9% | +147.9% | +151.7% |
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