+280.9%
WMB vs TCOM
+7.7%
+273.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.3% |
| 7D | +1.6% | +2.2% | -0.6% | +1.2% |
| 30D | -7.1% | +12.5% | -19.6% | -8.9% |
| 3M | -4.0% | -5.6% | +1.6% | -3.4% |
| 6M | -5.7% | -16.5% | +10.7% | -3.6% |
| YTD | +17.2% | -39.4% | +56.5% | +25.5% |
| 1Y | +17.2% | -41.0% | +58.2% | +26.0% |
| 3Y | +121.1% | +29.2% | +91.8% | +99.9% |
| 5Y | +197.2% | +41.6% | +155.6% | +149.4% |
| 10Y | +280.9% | +6.6% | +274.3% | +217.1% |
| All | +280.9% | +7.7% | +273.3% | +217.1% |
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