+281.4%
WMB vs TMF
-82.1%
+363.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.6% |
| 7D | +7.8% | -9.3% | +17.1% | +7.2% |
| 30D | -5.1% | +1.9% | -7.0% | -4.9% |
| 3M | -4.7% | -11.2% | +6.5% | -5.3% |
| 6M | -7.4% | -17.7% | +10.3% | -8.3% |
| YTD | +17.5% | -24.5% | +41.9% | +15.9% |
| 1Y | +19.5% | -29.4% | +48.9% | +17.4% |
| 3Y | +121.3% | -33.4% | +154.7% | +118.8% |
| 5Y | +200.5% | -88.7% | +289.2% | +150.5% |
| All | +281.4% | -82.1% | +363.4% | +244.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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