+1,266.3%
WMB vs TMF
-69.1%
+1,335.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.2% |
| 7D | -14.2% | +2.7% | -16.9% | -13.8% |
| 30D | -11.2% | +19.3% | -30.6% | -8.6% |
| 3M | -9.9% | -3.7% | -6.2% | -10.2% |
| 6M | -14.4% | -11.3% | -3.0% | -15.6% |
| YTD | +9.2% | -16.6% | +25.8% | +6.8% |
| 1Y | +15.1% | -21.1% | +36.2% | +11.6% |
| 3Y | +99.2% | -26.8% | +126.0% | +95.5% |
| 5Y | +180.2% | -88.0% | +268.3% | +98.8% |
| 10Y | +273.7% | -84.7% | +358.4% | +211.8% |
| All | +1,266.3% | -69.1% | +1,335.4% | +1,527.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling