+180.3%
WMB vs TFC
-2.5%
+182.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | 0.0% |
| 7D | -13.8% | +1.2% | -15.0% | -14.1% |
| 30D | -10.3% | +8.3% | -18.7% | -12.2% |
| 3M | -10.1% | -5.2% | -4.9% | -9.0% |
| 6M | -11.8% | -0.8% | -11.1% | -12.1% |
| YTD | +8.9% | +3.4% | +5.5% | +7.0% |
| 1Y | +14.0% | +17.0% | -3.0% | +8.3% |
| 3Y | +100.5% | +86.2% | +14.4% | +66.0% |
| All | +180.3% | -2.5% | +182.8% | +172.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling