+276.8%
WMB vs TSEM
+665.9%
-389.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.7% | -0.5% |
| 7D | +0.6% | +6.9% | -6.3% | 0.0% |
| 30D | +3.3% | +5.3% | -2.0% | +2.6% |
| 3M | +3.1% | -14.9% | +18.0% | +3.5% |
| 6M | -0.7% | +80.0% | -80.7% | -8.1% |
| YTD | +25.2% | +89.4% | -64.2% | +14.9% |
| 1Y | +32.9% | +253.1% | -220.2% | +13.9% |
| 3Y | +140.6% | +642.1% | -501.6% | +92.4% |
| All | +276.8% | +665.9% | -389.1% | +209.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling