+283.3%
WMB vs TSN
+15.3%
+268.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +8.1% | -1.4% | +9.5% | +8.6% |
| 30D | -6.9% | +10.2% | -17.0% | -10.2% |
| 3M | -5.1% | +7.2% | -12.3% | -7.7% |
| 6M | -5.7% | -10.6% | +4.9% | -2.8% |
| YTD | +18.1% | +3.7% | +14.3% | +14.5% |
| 1Y | +18.4% | +13.5% | +4.9% | +10.7% |
| 3Y | +122.7% | +40.1% | +82.6% | +85.4% |
| 5Y | +202.0% | -14.5% | +216.5% | +203.3% |
| All | +283.3% | +15.3% | +268.0% | +210.6% |
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