+95.3%
WMB vs TEM
+53.2%
+42.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.7% |
| 7D | 0.0% | -1.1% | +1.1% | 0.0% |
| 30D | +4.6% | +11.3% | -6.7% | +3.9% |
| 3M | +5.7% | +25.5% | -19.8% | +4.3% |
| 6M | +4.2% | +17.1% | -12.9% | +2.7% |
| YTD | +26.8% | +3.8% | +23.1% | +25.6% |
| 1Y | +34.7% | -24.4% | +59.0% | +35.2% |
| All | +95.3% | +53.2% | +42.1% | +85.7% |
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