+280.9%
WMB vs TD
+302.8%
-21.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +1.9% |
| 7D | +1.6% | -3.1% | +4.6% | +3.8% |
| 30D | -7.1% | +6.7% | -13.8% | -11.2% |
| 3M | -4.0% | +3.1% | -7.1% | -6.4% |
| 6M | -5.7% | +17.6% | -23.4% | -16.6% |
| YTD | +17.2% | +34.8% | -17.6% | -6.3% |
| 1Y | +17.2% | +55.6% | -38.4% | -15.6% |
| 3Y | +121.1% | +133.1% | -12.1% | +15.0% |
| 5Y | +197.2% | +104.7% | +92.5% | +67.4% |
| 10Y | +280.9% | +303.6% | -22.6% | +40.1% |
| All | +280.9% | +302.8% | -21.8% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling