+34.2%
DIS vs WMB
+267.1%
-232.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +5.2% | -13.8% | +19.1% | +10.4% |
| 30D | +11.5% | -10.3% | +21.8% | +15.1% |
| 3M | +11.5% | -10.1% | +21.6% | +14.6% |
| 6M | +8.9% | -11.8% | +20.7% | +12.1% |
| YTD | +3.4% | +8.9% | -5.5% | -2.3% |
| 1Y | +7.2% | +14.0% | -6.8% | -0.6% |
| 3Y | +43.3% | +100.5% | -57.2% | +4.6% |
| 5Y | -31.4% | +179.5% | -210.9% | -56.4% |
| All | +34.2% | +267.1% | -232.9% | -30.9% |
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