+36.0%
TSM vs WMB
+22.7%
+13.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.1% | -1.5% |
| 7D | -10.0% | -8.6% | -1.3% | -9.1% |
| 30D | -18.5% | -4.2% | -14.4% | -17.9% |
| 3M | -4.9% | -4.4% | -0.5% | -4.1% |
| 6M | -1.0% | -8.7% | +7.7% | -0.8% |
| YTD | +31.3% | +15.4% | +15.9% | +32.1% |
| 1Y | +36.0% | +23.7% | +12.3% | +33.6% |
| All | +36.0% | +22.7% | +13.3% | +33.6% |
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 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