+247.9%
WMB vs TW
+291.9%
-44.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | -6.9% | +3.1% | -10.0% | -7.7% |
| 30D | -7.2% | +16.7% | -23.9% | -11.3% |
| 3M | -5.4% | +25.2% | -30.6% | -11.6% |
| 6M | -4.9% | +19.5% | -24.3% | -10.4% |
| YTD | +14.7% | +21.0% | -6.3% | +6.7% |
| 1Y | +14.7% | +19.0% | -4.2% | +7.2% |
| 3Y | +116.4% | +40.7% | +75.7% | +90.2% |
| 5Y | +198.5% | +40.1% | +158.4% | +158.0% |
| All | +247.9% | +291.9% | -44.1% | +95.6% |
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