+285.3%
WMB vs TCOM
+26.3%
+259.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.4% |
| 7D | +0.8% | -7.6% | +8.4% | +1.4% |
| 30D | +7.7% | -12.2% | +19.9% | +8.7% |
| 3M | +6.7% | -14.2% | +20.9% | +7.7% |
| 6M | +3.6% | -25.0% | +28.6% | +5.7% |
| YTD | +28.0% | -43.7% | +71.7% | +33.5% |
| 1Y | +37.6% | -44.5% | +82.2% | +43.6% |
| 3Y | +149.0% | +13.4% | +135.6% | +141.0% |
| 5Y | +285.3% | +26.5% | +258.8% | +261.5% |
| All | +285.3% | +26.3% | +259.0% | +261.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling