+131.2%
TLT vs WMB
+11,297.6%
-11,166.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | -0.6% | +3.3% | -3.8% | -0.4% |
| 3M | -2.7% | +3.1% | -5.9% | -2.5% |
| 6M | -5.6% | -0.7% | -4.9% | -5.6% |
| YTD | -2.8% | +25.2% | -27.9% | -1.4% |
| 1Y | -1.4% | +32.9% | -34.3% | +0.4% |
| 3Y | -1.6% | +140.6% | -142.1% | +4.1% |
| 5Y | -33.8% | +273.5% | -307.3% | -27.8% |
| 10Y | -21.1% | +334.2% | -355.4% | -11.6% |
| All | +131.2% | +11,297.6% | -11,166.4% | +198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling