+291.7%
WMB vs TENB
+1.3%
+290.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | 0.0% | -1.7% | +1.7% | +0.2% |
| 30D | +4.6% | -8.3% | +12.8% | +5.5% |
| 3M | +5.7% | +26.2% | -20.4% | +1.2% |
| 6M | +4.2% | +60.2% | -56.0% | -4.6% |
| YTD | +26.8% | +43.1% | -16.2% | +17.7% |
| 1Y | +34.7% | +9.4% | +25.3% | +30.4% |
| 3Y | +146.8% | -23.9% | +170.7% | +148.6% |
| 5Y | +285.0% | -28.2% | +313.3% | +271.7% |
| All | +291.7% | +1.3% | +290.4% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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