+337.5%
WMB vs TXG
+16.0%
+321.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +0.6% | +1.8% | -1.2% | +0.5% |
| 30D | +3.3% | +32.0% | -28.7% | +1.4% |
| 3M | +3.1% | +87.0% | -83.9% | -1.1% |
| 6M | -0.7% | +180.1% | -180.8% | -7.6% |
| YTD | +25.2% | +284.1% | -259.0% | +13.8% |
| 1Y | +32.9% | +361.7% | -328.8% | +18.6% |
| 3Y | +140.6% | +15.9% | +124.6% | +131.6% |
| 5Y | +273.5% | -66.2% | +339.6% | +280.3% |
| All | +337.5% | +16.0% | +321.5% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling