+5,928.6%
WPM vs TD
+1,133.1%
+4,795.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +26.4% | +0.4% | +26.0% | +25.9% |
| 3M | +20.8% | +7.6% | +13.2% | +16.1% |
| 6M | +1.1% | +25.0% | -23.9% | -9.7% |
| YTD | +32.5% | +31.0% | +1.5% | +15.5% |
| 1Y | +51.5% | +65.2% | -13.7% | +17.4% |
| 3Y | +267.0% | +122.5% | +144.5% | +141.9% |
| 5Y | +250.1% | +124.8% | +125.3% | +125.9% |
| 10Y | +540.4% | +298.2% | +242.1% | +174.3% |
| All | +5,928.6% | +1,133.1% | +4,795.5% | +1,225.9% |
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