+310.4%
WM vs TDG
+529.3%
-218.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -1.2% | -2.4% | +1.2% | -0.7% |
| 30D | -4.5% | -8.0% | +3.5% | -2.8% |
| 3M | -2.2% | -10.5% | +8.3% | -0.1% |
| 6M | -11.5% | -11.9% | +0.4% | -9.5% |
| YTD | -0.7% | -15.4% | +14.7% | +2.1% |
| 1Y | +0.3% | -14.2% | +14.5% | +2.8% |
| 3Y | +44.2% | +51.0% | -6.8% | +28.2% |
| 5Y | +51.6% | +126.5% | -74.8% | +20.7% |
| 10Y | +310.4% | +535.6% | -225.1% | +166.1% |
| All | +310.4% | +529.3% | -218.8% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling