+2,889.6%
WMB vs TSEM
-20.5%
+2,910.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.6% | -5.5% | +1.4% |
| 7D | +1.6% | +6.8% | -5.2% | +0.9% |
| 30D | -7.1% | -26.6% | +19.5% | -4.6% |
| 3M | -4.0% | -36.3% | +32.3% | -0.5% |
| 6M | -5.7% | -30.6% | +24.9% | -4.4% |
| YTD | +17.2% | +35.3% | -18.1% | +10.5% |
| 1Y | +17.2% | +59.2% | -42.0% | +8.6% |
| 3Y | +121.1% | +547.7% | -426.6% | +76.6% |
| 5Y | +197.2% | +337.5% | -140.4% | +143.4% |
| 10Y | +280.9% | +887.4% | -606.5% | +183.6% |
| All | +2,889.6% | -20.5% | +2,910.0% | +2,014.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling