+295.4%
WMB vs TEL
+301.8%
-6.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -1.7% | -2.3% | +0.6% | -0.7% |
| 30D | +0.7% | -6.1% | +6.8% | +3.1% |
| 3M | +1.5% | +1.7% | -0.2% | -0.2% |
| 6M | +0.1% | +1.6% | -1.6% | -3.2% |
| YTD | +22.9% | -9.1% | +32.0% | +23.9% |
| 1Y | +27.9% | -1.7% | +29.5% | +22.9% |
| 3Y | +139.1% | +67.3% | +71.8% | +68.0% |
| 5Y | +270.9% | +52.1% | +218.8% | +165.0% |
| All | +295.4% | +301.8% | -6.4% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling