+138.0%
B vs WMB
+178.0%
-40.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +9.6% | -13.8% | +23.4% | +13.6% |
| 30D | +3.5% | -10.3% | +13.8% | +6.0% |
| 3M | -1.6% | -10.1% | +8.5% | +0.2% |
| 6M | -1.7% | -11.8% | +10.2% | +0.2% |
| YTD | -5.3% | +8.9% | -14.3% | -11.0% |
| 1Y | +27.2% | +14.0% | +13.2% | +17.6% |
| 3Y | +166.1% | +100.5% | +65.6% | +93.5% |
| All | +138.0% | +178.0% | -40.0% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling