+1,267.2%
WMB vs TNA
+781.2%
+486.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +7.8% | +3.7% | +4.1% | +6.5% |
| 30D | -5.1% | +4.4% | -9.5% | -7.0% |
| 3M | -4.7% | -26.7% | +21.9% | +3.3% |
| 6M | -7.4% | -12.8% | +5.4% | -6.1% |
| YTD | +17.5% | +22.7% | -5.2% | +5.0% |
| 1Y | +19.5% | +35.7% | -16.2% | +2.9% |
| 3Y | +121.3% | +134.6% | -13.3% | +38.4% |
| 5Y | +200.5% | -46.0% | +246.5% | +160.1% |
| 10Y | +281.9% | +38.0% | +243.8% | +66.3% |
| All | +1,267.2% | +781.2% | +486.0% | +62.9% |
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