+310.6%
WMB vs TXG
+7.8%
+302.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +7.8% | -1.8% | +9.7% | +7.9% |
| 30D | -5.1% | -20.4% | +15.3% | -4.0% |
| 3M | -4.7% | +0.1% | -4.8% | -5.3% |
| 6M | -7.4% | +176.2% | -183.6% | -13.9% |
| YTD | +17.5% | +256.8% | -239.3% | +6.7% |
| 1Y | +19.5% | +255.9% | -236.4% | +8.4% |
| 3Y | +121.3% | +60.2% | +61.1% | +106.4% |
| 5Y | +200.5% | -65.1% | +265.6% | +203.5% |
| All | +310.6% | +7.8% | +302.9% | +229.8% |
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 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