+185.6%
TSCO vs WMB
+304.7%
-119.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.8% |
| 7D | -3.1% | -1.7% | -1.5% | -2.8% |
| 30D | -4.4% | +0.7% | -5.1% | -4.5% |
| 3M | +9.7% | +1.5% | +8.2% | +9.1% |
| 6M | -32.4% | +0.1% | -32.5% | -32.6% |
| YTD | -31.7% | +22.9% | -54.6% | -34.8% |
| 1Y | -41.3% | +27.9% | -69.1% | -44.6% |
| 3Y | -18.3% | +139.1% | -157.5% | -33.6% |
| 5Y | -10.3% | +270.9% | -281.2% | -33.7% |
| All | +185.6% | +304.7% | -119.1% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling