+81.8%
WMB vs TEM
+89.7%
-7.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.2% | +0.9% |
| 7D | +8.1% | +7.8% | +0.3% | +7.8% |
| 30D | -6.9% | +11.2% | -18.1% | -7.3% |
| 3M | -5.1% | +39.0% | -44.1% | -6.7% |
| 6M | -5.7% | +61.6% | -67.4% | -8.3% |
| YTD | +18.1% | +28.5% | -10.5% | +15.6% |
| 1Y | +18.4% | +6.7% | +11.7% | +17.1% |
| All | +81.8% | +89.7% | -7.9% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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