+12,919.2%
TSM vs WMB
+1,015.8%
+11,903.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | +14.8% | +8.1% | +6.8% | +13.0% |
| 30D | -8.9% | -6.9% | -2.0% | -7.5% |
| 3M | -5.3% | -5.1% | -0.2% | -4.3% |
| 6M | +2.6% | -5.7% | +8.3% | +3.5% |
| YTD | +34.5% | +18.1% | +16.4% | +29.4% |
| 1Y | +41.0% | +18.4% | +22.6% | +35.5% |
| 3Y | +333.1% | +122.7% | +210.4% | +264.9% |
| 5Y | +270.1% | +202.0% | +68.1% | +191.7% |
| 10Y | +1,608.7% | +283.8% | +1,324.9% | +1,129.6% |
| All | +12,919.2% | +1,015.8% | +11,903.5% | +2,850.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling