+149.0%
WMB vs TSEM
+668.6%
-519.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.4% |
| 7D | +0.8% | +10.4% | -9.6% | -0.2% |
| 30D | +7.7% | -12.9% | +20.7% | +8.9% |
| 3M | +6.7% | -9.2% | +15.9% | +6.4% |
| 6M | +3.6% | +98.8% | -95.1% | -6.7% |
| YTD | +28.0% | +87.2% | -59.2% | +15.5% |
| 1Y | +37.6% | +239.0% | -201.3% | +13.8% |
| 3Y | +149.0% | +679.5% | -530.5% | +103.1% |
| All | +149.0% | +668.6% | -519.6% | +103.1% |
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