+278.8%
WMB vs TXT
+10.4%
+268.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.6% | -4.8% | +5.4% | +1.9% |
| 30D | +3.3% | -10.6% | +13.9% | +6.4% |
| 3M | +3.1% | -13.2% | +16.3% | +6.7% |
| 6M | -0.7% | -20.3% | +19.6% | +5.1% |
| YTD | +25.2% | -9.3% | +34.4% | +27.0% |
| 1Y | +32.9% | -2.7% | +35.6% | +31.6% |
| 3Y | +140.6% | +1.4% | +139.2% | +128.4% |
| All | +278.8% | +10.4% | +268.4% | +237.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling