+197.2%
WMB vs TXG
-63.5%
+260.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +2.2% |
| 7D | +1.6% | -8.1% | +9.7% | +1.9% |
| 30D | -7.1% | -17.5% | +10.4% | -6.4% |
| 3M | -4.0% | +6.1% | -10.1% | -4.7% |
| 6M | -5.7% | +202.7% | -208.4% | -11.6% |
| YTD | +17.2% | +280.4% | -263.3% | +7.9% |
| 1Y | +17.2% | +274.0% | -256.8% | +7.9% |
| 3Y | +121.1% | +74.9% | +46.2% | +108.0% |
| 5Y | +197.2% | -63.0% | +260.2% | +180.2% |
| All | +197.2% | -63.5% | +260.7% | +180.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling