+313.2%
WMB vs TSN
-9.4%
+322.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | 0.0% | -7.3% | +7.3% | +2.5% |
| 30D | +4.6% | -8.6% | +13.2% | +7.7% |
| 3M | +5.7% | -7.5% | +13.3% | +8.0% |
| 6M | +4.2% | -14.1% | +18.3% | +8.5% |
| YTD | +26.8% | -9.4% | +36.3% | +29.2% |
| 1Y | +34.7% | -4.1% | +38.8% | +33.9% |
| 3Y | +146.8% | +10.3% | +136.5% | +125.7% |
| 5Y | +285.0% | -19.7% | +304.7% | +292.7% |
| 10Y | +313.2% | -7.0% | +320.2% | +260.1% |
| All | +313.2% | -9.4% | +322.6% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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