+298.4%
WMB vs TDY
+479.2%
-180.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.1% |
| 7D | -1.0% | -1.1% | +0.1% | -0.5% |
| 30D | -0.4% | -12.0% | +11.6% | +6.3% |
| 3M | +3.2% | -3.2% | +6.4% | +4.4% |
| 6M | +0.1% | -7.9% | +7.9% | +3.2% |
| YTD | +23.9% | +18.2% | +5.6% | +11.2% |
| 1Y | +27.6% | +6.7% | +20.9% | +20.7% |
| 3Y | +141.9% | +47.5% | +94.4% | +86.9% |
| 5Y | +273.8% | +39.5% | +234.3% | +189.2% |
| All | +298.4% | +479.2% | -180.8% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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