+126.9%
WMB vs TRU
+247.6%
-120.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | -6.9% | +4.6% | -11.5% | -8.1% |
| 30D | -7.2% | +25.4% | -32.6% | -13.4% |
| 3M | -5.4% | +4.0% | -9.4% | -7.5% |
| 6M | -4.9% | +14.5% | -19.3% | -10.5% |
| YTD | +14.7% | -3.7% | +18.4% | +12.2% |
| 1Y | +14.7% | +2.8% | +11.9% | +9.6% |
| 3Y | +116.4% | +58.5% | +57.9% | +65.9% |
| 5Y | +198.5% | -25.0% | +223.6% | +195.5% |
| 10Y | +266.3% | +186.0% | +80.3% | +61.7% |
| All | +126.9% | +247.6% | -120.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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