+121.3%
WMB vs TSEM
+547.1%
-425.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | +0.2% |
| 7D | +7.8% | +7.0% | +0.9% | +7.0% |
| 30D | -5.1% | -29.8% | +24.7% | -2.2% |
| 3M | -4.7% | -41.9% | +37.2% | -0.4% |
| 6M | -7.4% | -45.8% | +38.3% | -3.6% |
| YTD | +17.5% | +25.1% | -7.6% | +9.3% |
| 1Y | +19.5% | +48.2% | -28.8% | +8.4% |
| 3Y | +121.3% | +476.5% | -355.2% | +78.5% |
| All | +121.3% | +547.1% | -425.8% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling