+5,013.3%
WPM vs TD
+1,163.4%
+3,849.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | +1.1% | -4.7% | -4.1% |
| 30D | +1.4% | +5.2% | -3.8% | -1.1% |
| 3M | -0.2% | +1.2% | -1.4% | -0.8% |
| 6M | -7.3% | +17.7% | -25.1% | -14.8% |
| YTD | +12.3% | +34.2% | -21.9% | -3.1% |
| 1Y | +24.9% | +55.4% | -30.5% | 0.0% |
| 3Y | +210.4% | +130.4% | +80.0% | +101.3% |
| 5Y | +210.4% | +101.8% | +108.5% | +112.3% |
| 10Y | +731.7% | +301.9% | +429.8% | +255.7% |
| All | +5,013.3% | +1,163.4% | +3,849.9% | +1,011.8% |
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 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