+222.7%
B vs WMB
+278.0%
-55.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.9% |
| 7D | -2.7% | +1.6% | -4.2% | -3.0% |
| 30D | -4.3% | -7.1% | +2.7% | -3.4% |
| 3M | -2.3% | -4.0% | +1.7% | -2.1% |
| 6M | -16.2% | -5.7% | -10.5% | -16.0% |
| YTD | -8.8% | +17.2% | -26.0% | -12.4% |
| 1Y | +11.4% | +17.2% | -5.8% | +7.0% |
| 3Y | +174.3% | +121.1% | +53.2% | +135.5% |
| 5Y | +116.2% | +197.2% | -81.0% | +78.3% |
| 10Y | +222.7% | +280.9% | -58.2% | +143.5% |
| All | +222.7% | +278.0% | -55.3% | +143.5% |
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