+313.2%
WMB vs TCOM
-12.7%
+325.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.4% |
| 7D | 0.0% | -10.2% | +10.2% | +1.7% |
| 30D | +4.6% | -16.8% | +21.4% | +7.6% |
| 3M | +5.7% | -16.7% | +22.4% | +8.4% |
| 6M | +4.2% | -27.1% | +31.3% | +8.9% |
| YTD | +26.8% | -45.5% | +72.4% | +38.5% |
| 1Y | +34.7% | -45.9% | +80.5% | +47.0% |
| 3Y | +146.8% | +9.8% | +137.0% | +129.4% |
| 5Y | +285.0% | +23.8% | +261.2% | +230.4% |
| 10Y | +313.2% | -10.8% | +324.0% | +236.3% |
| All | +313.2% | -12.7% | +325.9% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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