+152.8%
WMB vs TLN
+683.0%
-530.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.2% | -3.5% | +2.7% |
| 7D | -6.7% | +9.1% | -15.7% | -7.8% |
| 30D | -8.6% | -4.1% | -4.5% | -8.1% |
| 3M | -4.9% | +4.4% | -9.4% | -5.9% |
| 6M | -6.3% | -6.0% | -0.3% | -6.4% |
| YTD | +13.0% | -3.1% | +16.1% | +11.0% |
| 1Y | +14.9% | -6.1% | +21.0% | +13.3% |
| 3Y | +113.4% | +575.3% | -462.0% | +54.3% |
| All | +152.8% | +683.0% | -530.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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