+270.9%
WMB vs TDY
+34.3%
+236.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -1.7% | -1.9% | +0.2% | -1.1% |
| 30D | +0.7% | -12.5% | +13.2% | +5.2% |
| 3M | +1.5% | -0.8% | +2.3% | +1.4% |
| 6M | +0.1% | -9.0% | +9.0% | +2.6% |
| YTD | +22.9% | +16.8% | +6.1% | +15.0% |
| 1Y | +27.9% | +9.5% | +18.4% | +22.2% |
| 3Y | +139.1% | +45.4% | +93.7% | +104.4% |
| 5Y | +270.9% | +37.8% | +233.1% | +214.8% |
| All | +270.9% | +34.3% | +236.6% | +214.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling