+279.6%
WMB vs TW
+221.1%
+58.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.6% | -2.3% | +2.9% | +1.2% |
| 30D | +3.3% | +3.9% | -0.7% | +2.0% |
| 3M | +3.1% | +5.7% | -2.6% | +0.7% |
| 6M | -0.7% | -14.5% | +13.8% | +3.2% |
| YTD | +25.2% | -0.9% | +26.0% | +23.5% |
| 1Y | +32.9% | -13.5% | +46.4% | +36.8% |
| 3Y | +140.6% | +25.0% | +115.6% | +118.2% |
| 5Y | +273.5% | +22.7% | +250.8% | +232.7% |
| All | +279.6% | +221.1% | +58.5% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling