+1,495.4%
WMB vs TD
+8,109.5%
-6,614.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +1.9% |
| 7D | +1.6% | -3.1% | +4.6% | +3.7% |
| 30D | -7.1% | +6.7% | -13.8% | -11.1% |
| 3M | -4.0% | +3.1% | -7.1% | -6.3% |
| 6M | -5.7% | +17.6% | -23.4% | -16.1% |
| YTD | +17.2% | +34.8% | -17.6% | -5.2% |
| 1Y | +17.2% | +55.6% | -38.4% | -14.0% |
| 3Y | +121.1% | +133.1% | -12.1% | +20.8% |
| 5Y | +197.2% | +104.7% | +92.5% | +74.4% |
| 10Y | +280.9% | +303.6% | -22.6% | +41.9% |
| All | +1,495.4% | +8,109.5% | -6,614.1% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling