+52.1%
WM vs TDG
+132.8%
-80.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -4.3% | -6.5% | +2.2% | -3.2% |
| 3M | +0.8% | -5.1% | +5.8% | +1.5% |
| 6M | -10.8% | -11.5% | +0.8% | -9.1% |
| YTD | -0.1% | -13.9% | +13.8% | +2.1% |
| 1Y | +1.0% | -11.5% | +12.5% | +2.5% |
| 3Y | +45.1% | +53.7% | -8.6% | +28.8% |
| 5Y | +52.1% | +135.5% | -83.4% | +18.4% |
| All | +52.1% | +132.8% | -80.6% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling