+214.8%
B vs WMB
+282.5%
-67.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -7.3% | +7.8% | -15.1% | -8.5% |
| 30D | -3.3% | -5.1% | +1.8% | -2.8% |
| 3M | -7.8% | -4.7% | -3.0% | -7.4% |
| 6M | -15.5% | -7.4% | -8.1% | -15.0% |
| YTD | -12.3% | +17.5% | -29.7% | -15.7% |
| 1Y | +5.4% | +19.5% | -14.1% | +0.9% |
| 3Y | +165.5% | +121.3% | +44.3% | +128.0% |
| 5Y | +107.0% | +200.5% | -93.5% | +70.5% |
| All | +214.8% | +282.5% | -67.7% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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