+278.8%
WMB vs TPR
+239.8%
+38.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | -2.3% | +2.9% | +0.9% |
| 30D | +3.3% | -23.0% | +26.2% | +7.0% |
| 3M | +3.1% | -12.5% | +15.6% | +4.6% |
| 6M | -0.7% | -21.4% | +20.7% | +2.1% |
| YTD | +25.2% | -3.5% | +28.7% | +24.0% |
| 1Y | +32.9% | +17.4% | +15.5% | +26.7% |
| 3Y | +140.6% | +291.3% | -150.7% | +79.4% |
| All | +278.8% | +239.8% | +38.9% | +181.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling