+313.2%
WMB vs TD
+295.5%
+17.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.1% |
| 7D | 0.0% | -1.9% | +1.9% | +1.3% |
| 30D | +4.6% | -1.6% | +6.2% | +5.6% |
| 3M | +5.7% | +4.6% | +1.1% | +1.9% |
| 6M | +4.2% | +26.8% | -22.6% | -12.6% |
| YTD | +26.8% | +28.3% | -1.5% | +5.2% |
| 1Y | +34.7% | +60.4% | -25.8% | -5.0% |
| 3Y | +146.8% | +125.7% | +21.1% | +31.3% |
| 5Y | +285.0% | +122.4% | +162.7% | +100.7% |
| 10Y | +313.2% | +297.1% | +16.1% | +37.9% |
| All | +313.2% | +295.5% | +17.7% | +37.9% |
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