+6.9%
TMO vs WMB
+270.0%
-263.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | -2.5% | -1.7% | -0.8% | -2.2% |
| 30D | -0.3% | +0.7% | -1.0% | -0.6% |
| 3M | +25.3% | +1.5% | +23.7% | +24.7% |
| 6M | +20.9% | +0.1% | +20.8% | +20.4% |
| YTD | +4.3% | +22.9% | -18.6% | -0.7% |
| 1Y | +27.0% | +27.9% | -0.8% | +19.5% |
| 3Y | +17.5% | +139.1% | -121.6% | -8.9% |
| 5Y | +6.9% | +270.9% | -264.0% | -15.3% |
| All | +6.9% | +270.0% | -263.1% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling