+322.9%
WMB vs TMF
-86.8%
+409.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.2% |
| 7D | +0.6% | -1.4% | +2.0% | +0.5% |
| 30D | +3.3% | -2.8% | +6.1% | +3.1% |
| 3M | +3.1% | -10.9% | +14.0% | +2.5% |
| 6M | -0.7% | -21.3% | +20.6% | -1.9% |
| YTD | +25.2% | -15.9% | +41.0% | +24.1% |
| 1Y | +32.9% | -15.7% | +48.6% | +31.9% |
| 3Y | +140.6% | -43.4% | +183.9% | +134.5% |
| 5Y | +273.5% | -87.8% | +361.2% | +213.2% |
| All | +322.9% | -86.8% | +409.7% | +293.8% |
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