+6.5%
TLT vs WMB
+97.7%
-91.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.1% | -13.8% | +13.9% | 0.0% |
| 30D | +6.2% | -10.3% | +16.5% | +6.1% |
| 3M | -0.3% | -10.1% | +9.7% | -0.4% |
| 6M | -3.4% | -11.8% | +8.5% | -3.5% |
| YTD | -3.1% | +8.9% | -12.1% | -3.6% |
| 1Y | -5.2% | +14.0% | -19.2% | -5.7% |
| 3Y | +6.5% | +100.5% | -94.0% | +3.7% |
| All | +6.5% | +97.7% | -91.2% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling