+218.3%
C vs WMB
+278.0%
-59.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.4% |
| 7D | -0.4% | +1.6% | -2.0% | -1.3% |
| 30D | -5.3% | -7.1% | +1.8% | -2.0% |
| 3M | -8.0% | -4.0% | -4.0% | -6.9% |
| 6M | -0.3% | -5.7% | +5.5% | +1.1% |
| YTD | +8.6% | +17.2% | -8.5% | -3.9% |
| 1Y | +25.8% | +17.2% | +8.6% | +11.1% |
| 3Y | +221.2% | +121.1% | +100.1% | +87.6% |
| 5Y | +113.6% | +197.2% | -83.6% | +1.6% |
| 10Y | +218.3% | +280.9% | -62.6% | +12.5% |
| All | +218.3% | +278.0% | -59.7% | +12.5% |
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