+255.4%
WMB vs TW
+294.9%
-39.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.0% |
| 7D | +1.6% | +2.8% | -1.3% | +0.8% |
| 30D | -7.1% | +18.1% | -25.1% | -11.4% |
| 3M | -4.0% | +25.2% | -29.2% | -10.2% |
| 6M | -5.7% | +19.1% | -24.8% | -11.1% |
| YTD | +17.2% | +21.9% | -4.7% | +8.7% |
| 1Y | +17.2% | +18.9% | -1.7% | +9.6% |
| 3Y | +121.1% | +41.7% | +79.3% | +93.9% |
| 5Y | +197.2% | +40.4% | +156.8% | +156.9% |
| All | +255.4% | +294.9% | -39.5% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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