+333.0%
WMB vs TXG
+27.0%
+306.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.6% | +0.6% |
| 7D | -1.0% | +9.5% | -10.5% | -1.5% |
| 30D | -0.4% | +18.8% | -19.2% | -1.5% |
| 3M | +3.2% | +136.1% | -132.9% | -2.4% |
| 6M | +0.1% | +235.2% | -235.2% | -7.8% |
| YTD | +23.9% | +320.5% | -296.7% | +12.0% |
| 1Y | +27.6% | +425.2% | -397.6% | +13.1% |
| 3Y | +141.9% | +42.9% | +99.0% | +129.5% |
| 5Y | +273.8% | -62.8% | +336.6% | +278.6% |
| All | +333.0% | +27.0% | +306.0% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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