+24.5%
TMO vs WMB
+29.2%
-4.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.2% |
| 7D | -0.6% | -1.0% | +0.4% | -0.7% |
| 30D | +1.1% | -0.4% | +1.6% | +1.1% |
| 3M | +28.3% | +3.2% | +25.1% | +29.4% |
| 6M | +23.3% | +0.1% | +23.2% | +23.9% |
| YTD | +5.5% | +23.9% | -18.4% | +8.0% |
| 1Y | +24.5% | +27.6% | -3.1% | +28.0% |
| All | +24.5% | +29.2% | -4.6% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling