+587.3%
WMB vs TEL
+723.0%
-135.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.6% | +3.0% | -2.4% | -1.2% |
| 30D | +3.3% | -3.9% | +7.2% | +5.2% |
| 3M | +3.1% | -5.1% | +8.2% | +4.7% |
| 6M | -0.7% | +0.6% | -1.3% | -4.4% |
| YTD | +25.2% | -7.3% | +32.5% | +24.7% |
| 1Y | +32.9% | +1.1% | +31.7% | +24.3% |
| 3Y | +140.6% | +63.7% | +76.9% | +60.0% |
| 5Y | +273.5% | +50.7% | +222.8% | +150.4% |
| 10Y | +334.2% | +290.2% | +44.0% | +45.4% |
| All | +587.3% | +723.0% | -135.7% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling