+295.4%
WMB vs TSEM
+1,289.9%
-994.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -2.5% |
| 7D | -1.7% | +0.9% | -2.6% | -1.8% |
| 30D | +0.7% | -16.6% | +17.3% | +3.3% |
| 3M | +1.5% | -10.9% | +12.4% | +1.3% |
| 6M | +0.1% | +78.0% | -78.0% | -13.1% |
| YTD | +22.9% | +77.2% | -54.3% | +6.0% |
| 1Y | +27.9% | +207.6% | -179.7% | -1.4% |
| 3Y | +139.1% | +637.8% | -498.7% | +50.7% |
| 5Y | +270.9% | +617.0% | -346.1% | +125.8% |
| All | +295.4% | +1,289.9% | -994.5% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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