+284.8%
WMB vs TW
+211.2%
+73.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +4.6% | -0.6% | +5.2% | +4.7% |
| 3M | +5.7% | +3.4% | +2.3% | +3.9% |
| 6M | +4.2% | -18.4% | +22.6% | +9.7% |
| YTD | +26.8% | -3.9% | +30.8% | +26.2% |
| 1Y | +34.7% | -13.3% | +48.0% | +38.3% |
| 3Y | +146.8% | +20.8% | +126.0% | +126.0% |
| 5Y | +285.0% | +20.3% | +264.7% | +244.4% |
| All | +284.8% | +211.2% | +73.5% | +131.5% |
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