+131.3%
TLT vs WMB
+9,821.3%
-9,690.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.1% | -13.8% | +13.9% | -0.7% |
| 30D | +6.2% | -10.3% | +16.5% | +5.6% |
| 3M | +0.1% | -10.1% | +10.1% | -0.5% |
| 6M | -3.0% | -11.8% | +8.9% | -3.5% |
| YTD | -2.7% | +8.9% | -11.7% | -2.1% |
| 1Y | -4.8% | +14.0% | -18.8% | -3.9% |
| 3Y | +6.9% | +100.5% | -93.6% | +11.9% |
| 5Y | -34.5% | +179.5% | -214.0% | -29.7% |
| 10Y | -17.3% | +272.7% | -290.0% | -8.1% |
| All | +131.3% | +9,821.3% | -9,690.0% | +196.5% |
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