+285.3%
WMB vs TXG
-65.4%
+350.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +2.1% |
| 7D | +0.8% | +9.4% | -8.6% | +0.4% |
| 30D | +7.7% | +26.1% | -18.4% | +6.5% |
| 3M | +6.7% | +124.8% | -118.1% | +2.3% |
| 6M | +3.6% | +215.2% | -211.6% | -2.7% |
| YTD | +28.0% | +302.2% | -274.2% | +18.3% |
| 1Y | +37.6% | +370.9% | -333.3% | +25.5% |
| 3Y | +149.0% | +38.5% | +110.5% | +139.5% |
| 5Y | +285.3% | -64.4% | +349.7% | +256.8% |
| All | +285.3% | -65.4% | +350.7% | +256.8% |
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