+983.2%
WM vs TDG
+13,257.8%
-12,274.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.3% | -2.0% | +1.7% | +0.2% |
| 30D | -2.4% | -7.4% | +5.0% | -0.5% |
| 3M | +0.4% | -5.4% | +5.8% | +1.6% |
| 6M | -9.5% | -11.6% | +2.2% | -7.2% |
| YTD | +0.5% | -12.6% | +13.1% | +3.0% |
| 1Y | -1.1% | -9.3% | +8.3% | +0.3% |
| 3Y | +46.0% | +49.2% | -3.1% | +27.8% |
| 5Y | +51.8% | +132.1% | -80.3% | +15.7% |
| 10Y | +307.5% | +544.8% | -237.3% | +116.3% |
| All | +983.2% | +13,257.8% | -12,274.5% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling