+8,094.7%
TMO vs WMB
+5,663.2%
+2,431.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.0% | -2.1% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | +1.5% | +7.7% | -6.2% | +0.3% |
| 3M | +28.5% | +6.7% | +21.8% | +27.1% |
| 6M | +20.4% | +3.6% | +16.7% | +19.3% |
| YTD | +4.3% | +28.0% | -23.7% | 0.0% |
| 1Y | +24.1% | +37.6% | -13.5% | +17.5% |
| 3Y | +17.5% | +149.0% | -131.6% | +0.8% |
| 5Y | +6.8% | +285.3% | -278.5% | -14.6% |
| 10Y | +311.9% | +302.1% | +9.8% | +214.7% |
| All | +8,094.7% | +5,663.2% | +2,431.5% | +3,261.7% |
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