+121.3%
WMB vs TFC
+97.5%
+23.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | +7.8% | +2.3% | +5.6% | +7.3% |
| 30D | -5.1% | +10.8% | -15.9% | -7.4% |
| 3M | -4.7% | -3.8% | -1.0% | -4.0% |
| 6M | -7.4% | +9.6% | -17.0% | -9.7% |
| YTD | +17.5% | +5.8% | +11.7% | +14.8% |
| 1Y | +19.5% | +16.2% | +3.3% | +13.6% |
| 3Y | +121.3% | +96.0% | +25.3% | +81.2% |
| All | +121.3% | +97.5% | +23.8% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 3y: compounded portfolio wealth divided by compounded TFC 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…
3y analysis · Full analysis span regression · 6 months rolling