+278.8%
WMB vs TFC
+16.2%
+262.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +0.6% | +2.4% | -1.8% | -0.1% |
| 30D | +3.3% | -1.3% | +4.6% | +3.6% |
| 3M | +3.1% | +6.1% | -2.9% | +1.4% |
| 6M | -0.7% | +7.3% | -8.0% | -2.9% |
| YTD | +25.2% | +8.2% | +17.0% | +21.8% |
| 1Y | +32.9% | +14.4% | +18.4% | +27.1% |
| 3Y | +140.6% | +93.7% | +46.8% | +96.2% |
| All | +278.8% | +16.2% | +262.6% | +242.6% |
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