+180.3%
WMB vs TPR
+253.5%
-73.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | -13.8% | +14.2% | -28.0% | -15.5% |
| 30D | -10.3% | +17.1% | -27.4% | -12.5% |
| 3M | -10.1% | -17.7% | +7.7% | -7.9% |
| 6M | -11.8% | -10.2% | -1.7% | -11.2% |
| YTD | +8.9% | +4.9% | +4.0% | +6.4% |
| 1Y | +14.0% | +36.1% | -22.2% | +6.3% |
| 3Y | +100.5% | +416.5% | -315.9% | +41.7% |
| All | +180.3% | +253.5% | -73.2% | +106.8% |
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