+196.8%
TSCO vs WMB
+282.5%
-85.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +0.3% | +7.8% | -7.5% | -1.2% |
| 30D | +11.3% | -5.1% | +16.4% | +12.0% |
| 3M | +1.5% | -4.7% | +6.2% | +1.9% |
| 6M | +24.0% | -7.4% | +31.4% | +25.0% |
| YTD | -25.7% | +17.5% | -43.2% | -28.8% |
| 1Y | -33.6% | +19.5% | -53.0% | -36.6% |
| 3Y | -1.5% | +121.3% | -122.8% | -19.1% |
| 5Y | -9.6% | +200.5% | -210.1% | -30.7% |
| All | +196.8% | +282.5% | -85.7% | +116.1% |
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