+281.4%
WMB vs TPR
+364.3%
-82.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +7.8% | -0.3% | +8.1% | +7.9% |
| 30D | -5.1% | +15.1% | -20.2% | -8.4% |
| 3M | -4.7% | +3.5% | -8.2% | -6.0% |
| 6M | -7.4% | +0.4% | -7.8% | -8.9% |
| YTD | +17.5% | +4.6% | +12.9% | +13.4% |
| 1Y | +19.5% | +33.1% | -13.6% | +8.7% |
| 3Y | +121.3% | +396.0% | -274.7% | +38.9% |
| 5Y | +200.5% | +230.3% | -29.8% | +102.1% |
| All | +281.4% | +364.3% | -82.9% | +109.5% |
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