+178.7%
B vs WMB
+114.7%
+64.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.5% | -7.6% | -6.4% |
| 7D | +7.1% | -6.9% | +14.0% | +8.3% |
| 30D | -3.3% | -7.2% | +3.8% | -2.3% |
| 3M | -2.5% | -5.4% | +2.9% | -2.2% |
| 6M | -7.2% | -4.9% | -2.4% | -7.8% |
| YTD | -7.4% | +14.7% | -22.1% | -14.4% |
| 1Y | +16.4% | +14.7% | +1.7% | +7.5% |
| 3Y | +178.7% | +116.4% | +62.3% | +74.6% |
| All | +178.7% | +114.7% | +64.0% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling