+5,376.0%
WMB vs TFC
+2,596.5%
+2,779.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +0.6% | +2.4% | -1.8% | -0.4% |
| 30D | +3.3% | -1.3% | +4.6% | +3.8% |
| 3M | +3.1% | +6.1% | -2.9% | +0.4% |
| 6M | -0.7% | +7.3% | -8.0% | -4.1% |
| YTD | +25.2% | +8.2% | +17.0% | +20.0% |
| 1Y | +32.9% | +14.4% | +18.4% | +24.3% |
| 3Y | +140.6% | +93.7% | +46.8% | +77.4% |
| 5Y | +273.5% | +16.4% | +257.1% | +223.0% |
| 10Y | +334.2% | +101.6% | +232.6% | +187.6% |
| All | +5,376.0% | +2,596.5% | +2,779.6% | +2,281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling