-29.4%
TSCO vs WMB
+22.7%
-52.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.4% | +10.6% | +4.0% |
| 7D | +15.7% | -8.6% | +24.4% | +15.5% |
| 30D | +16.4% | -4.2% | +20.6% | +15.8% |
| 3M | +11.2% | -4.4% | +15.6% | +10.7% |
| 6M | +14.9% | -8.7% | +23.6% | +15.1% |
| YTD | -25.4% | +15.4% | -40.8% | -30.3% |
| 1Y | -29.4% | +23.7% | -53.1% | -36.4% |
| All | -29.4% | +22.7% | -52.1% | -36.4% |
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