+732.8%
WMB vs TDY
+7,071.3%
-6,338.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.6% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | +7.7% | -12.5% | +20.2% | +12.6% |
| 3M | +6.7% | -1.2% | +7.9% | +6.8% |
| 6M | +3.6% | -6.6% | +10.2% | +5.3% |
| YTD | +28.0% | +18.5% | +9.5% | +19.8% |
| 1Y | +37.6% | +10.8% | +26.9% | +31.5% |
| 3Y | +149.0% | +47.5% | +101.5% | +113.7% |
| 5Y | +285.3% | +35.8% | +249.5% | +235.6% |
| 10Y | +302.1% | +459.0% | -156.9% | +126.3% |
| All | +732.8% | +7,071.3% | -6,338.5% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling