+180.5%
TRV vs WMB
+200.5%
-20.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.0% | +7.8% | -5.8% | +0.4% |
| 30D | +6.7% | -5.1% | +11.8% | +7.6% |
| 3M | +9.4% | -4.7% | +14.1% | +10.0% |
| 6M | +37.7% | -7.4% | +45.1% | +39.1% |
| YTD | +40.6% | +17.5% | +23.1% | +32.9% |
| 1Y | +42.4% | +19.5% | +23.0% | +33.9% |
| 3Y | +148.1% | +121.3% | +26.8% | +90.4% |
| All | +180.5% | +200.5% | -20.0% | +86.6% |
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 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