-12.6%
TLT vs WMB
+282.5%
-295.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -3.1% | +7.8% | -10.9% | -2.8% |
| 30D | +1.0% | -5.1% | +6.1% | +0.9% |
| 3M | -2.7% | -4.7% | +2.0% | -2.9% |
| 6M | -4.1% | -7.4% | +3.3% | -4.4% |
| YTD | -5.4% | +17.5% | -22.8% | -4.6% |
| 1Y | -7.0% | +19.5% | -26.5% | -6.2% |
| 3Y | +2.8% | +121.3% | -118.4% | +7.2% |
| 5Y | -35.4% | +200.5% | -235.9% | -31.1% |
| All | -12.6% | +282.5% | -295.1% | -7.5% |
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