+285.0%
WMB vs TNA
-22.1%
+307.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.3% |
| 7D | 0.0% | -3.6% | +3.6% | +0.5% |
| 30D | +4.6% | -10.1% | +14.6% | +6.1% |
| 3M | +5.7% | +2.7% | +3.1% | +4.8% |
| 6M | +4.2% | +38.4% | -34.2% | -2.2% |
| YTD | +26.8% | +45.4% | -18.6% | +17.5% |
| 1Y | +34.7% | +55.9% | -21.3% | +22.4% |
| 3Y | +146.8% | +109.8% | +37.0% | +99.6% |
| 5Y | +285.0% | -22.5% | +307.5% | +237.3% |
| All | +285.0% | -22.1% | +307.2% | +237.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling