+113.4%
WMB vs TMF
-29.8%
+143.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -6.7% | +0.6% | -7.3% | -6.6% |
| 30D | -8.6% | +16.3% | -24.9% | -8.5% |
| 3M | -4.9% | -2.7% | -2.2% | -4.9% |
| 6M | -6.3% | -13.2% | +6.9% | -6.2% |
| YTD | +13.0% | -16.7% | +29.7% | +13.2% |
| 1Y | +14.9% | -22.7% | +37.7% | +15.2% |
| 3Y | +113.4% | -26.1% | +139.5% | +115.2% |
| All | +113.4% | -29.8% | +143.2% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling