+328.6%
TMO vs WMB
+307.8%
+20.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.6% | -1.0% | +0.4% | -0.5% |
| 30D | +1.1% | -0.4% | +1.6% | +1.1% |
| 3M | +28.3% | +3.2% | +25.1% | +27.4% |
| 6M | +23.3% | +0.1% | +23.2% | +22.8% |
| YTD | +5.5% | +23.9% | -18.4% | +1.0% |
| 1Y | +24.5% | +27.6% | -3.1% | +18.4% |
| 3Y | +19.6% | +141.9% | -122.3% | -0.2% |
| 5Y | +8.1% | +273.8% | -265.7% | -16.5% |
| All | +328.6% | +307.8% | +20.8% | +232.6% |
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