+143.5%
WMB vs TW
+25.7%
+117.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +0.6% | -2.3% | +2.9% | +1.0% |
| 30D | +3.3% | +3.9% | -0.7% | +2.5% |
| 3M | +3.1% | +5.7% | -2.6% | +1.5% |
| 6M | -0.7% | -14.5% | +13.8% | +2.8% |
| YTD | +25.2% | -0.9% | +26.0% | +24.0% |
| 1Y | +32.9% | -13.5% | +46.4% | +37.5% |
| All | +143.5% | +25.7% | +117.8% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling