-7.5%
TSCO vs WMB
+285.8%
-293.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.5% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -1.1% | +4.6% | -5.7% | -2.0% |
| 3M | +14.3% | +5.7% | +8.5% | +12.8% |
| 6M | -31.9% | +4.2% | -36.1% | -32.6% |
| YTD | -30.7% | +26.8% | -57.5% | -34.3% |
| 1Y | -41.1% | +34.7% | -75.7% | -45.1% |
| 3Y | -17.1% | +146.8% | -163.9% | -36.0% |
| 5Y | -7.5% | +285.0% | -292.6% | -27.4% |
| All | -7.5% | +285.8% | -293.4% | -27.4% |
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 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