+1,356.8%
WMB vs TNA
+1,004.3%
+352.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +0.6% | -0.1% | +0.7% | +0.5% |
| 30D | +3.3% | -4.9% | +8.2% | +4.6% |
| 3M | +3.1% | +0.4% | +2.8% | +1.8% |
| 6M | -0.7% | +32.5% | -33.2% | -11.5% |
| YTD | +25.2% | +53.7% | -28.6% | +5.6% |
| 1Y | +32.9% | +65.1% | -32.2% | +7.8% |
| 3Y | +140.6% | +98.4% | +42.1% | +59.8% |
| 5Y | +273.5% | -22.5% | +295.9% | +188.2% |
| 10Y | +334.2% | +82.5% | +251.7% | +73.3% |
| All | +1,356.8% | +1,004.3% | +352.4% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling