+302.1%
WMB vs TXT
+98.4%
+203.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.0% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +7.7% | -11.1% | +18.8% | +12.7% |
| 3M | +6.7% | -13.0% | +19.7% | +11.9% |
| 6M | +3.6% | -16.2% | +19.8% | +9.9% |
| YTD | +28.0% | -8.7% | +36.7% | +30.5% |
| 1Y | +37.6% | -3.8% | +41.4% | +37.0% |
| 3Y | +149.0% | +5.5% | +143.5% | +131.7% |
| 5Y | +285.3% | +12.3% | +273.0% | +239.7% |
| 10Y | +302.1% | +97.4% | +204.7% | +145.8% |
| All | +302.1% | +98.4% | +203.6% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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