+283.3%
WMB vs TPR
+365.1%
-81.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +8.1% | -1.1% | +9.2% | +8.3% |
| 30D | -6.9% | +15.1% | -22.0% | -10.1% |
| 3M | -5.1% | -13.4% | +8.3% | -2.8% |
| 6M | -5.7% | +1.4% | -7.1% | -7.4% |
| YTD | +18.1% | +4.8% | +13.3% | +13.9% |
| 1Y | +18.4% | +29.2% | -10.8% | +8.5% |
| 3Y | +122.7% | +403.7% | -281.0% | +39.3% |
| 5Y | +202.0% | +230.8% | -28.8% | +103.1% |
| All | +283.3% | +365.1% | -81.8% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling