-20.7%
TLT vs WMB
+309.4%
-330.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | +0.1% |
| 7D | +0.4% | +0.8% | -0.4% | +0.4% |
| 30D | -0.3% | +7.7% | -8.0% | 0.0% |
| 3M | -1.7% | +6.7% | -8.4% | -1.4% |
| 6M | -4.9% | +3.6% | -8.5% | -4.7% |
| YTD | -2.8% | +28.0% | -30.8% | -1.7% |
| 1Y | -4.2% | +37.6% | -41.8% | -2.8% |
| 3Y | -1.1% | +149.0% | -150.1% | +3.6% |
| 5Y | -33.7% | +285.3% | -319.0% | -28.3% |
| 10Y | -20.7% | +302.1% | -322.7% | -14.4% |
| All | -20.7% | +309.4% | -330.1% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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