+74.0%
WMB vs TEM
+111.1%
-37.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.0% | -7.3% | +3.3% |
| 7D | -6.7% | +7.6% | -14.3% | -6.9% |
| 30D | -8.6% | +19.0% | -27.6% | -9.2% |
| 3M | -4.9% | +62.2% | -67.2% | -7.1% |
| 6M | -6.3% | +69.4% | -75.7% | -9.0% |
| YTD | +13.0% | +43.0% | -30.0% | +10.2% |
| 1Y | +14.9% | +18.0% | -3.1% | +13.3% |
| All | +74.0% | +111.1% | -37.1% | +63.1% |
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