+280.9%
WMB vs TT
+748.9%
-467.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.8% |
| 7D | +1.6% | +3.5% | -1.9% | +0.2% |
| 30D | -7.1% | -11.0% | +4.0% | -2.6% |
| 3M | -4.0% | -12.0% | +8.0% | +1.0% |
| 6M | -5.7% | -10.4% | +4.7% | -2.3% |
| YTD | +17.2% | +9.9% | +7.3% | +10.3% |
| 1Y | +17.2% | +1.5% | +15.7% | +14.1% |
| 3Y | +121.1% | +93.7% | +27.3% | +55.8% |
| 5Y | +197.2% | +139.2% | +57.9% | +83.2% |
| 10Y | +280.9% | +741.5% | -460.6% | +29.3% |
| All | +280.9% | +748.9% | -467.9% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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