+2,210.4%
WMB vs TCOM
+2,694.8%
-484.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +0.6% | -9.5% | +10.1% | +2.7% |
| 30D | +3.3% | -10.7% | +14.0% | +5.7% |
| 3M | +3.1% | -14.6% | +17.8% | +6.1% |
| 6M | -0.7% | -19.3% | +18.6% | +3.1% |
| YTD | +25.2% | -42.9% | +68.1% | +39.1% |
| 1Y | +32.9% | -43.8% | +76.6% | +47.9% |
| 3Y | +140.6% | +2.1% | +138.5% | +124.3% |
| 5Y | +273.5% | +31.2% | +242.2% | +202.5% |
| 10Y | +334.2% | -13.9% | +348.1% | +263.2% |
| All | +2,210.4% | +2,694.8% | -484.3% | +795.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling