+36.6%
DIS vs WMB
+267.9%
-231.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +0.8% |
| 7D | +5.3% | -6.7% | +12.0% | +7.6% |
| 30D | +10.2% | -8.6% | +18.8% | +13.1% |
| 3M | +13.5% | -4.9% | +18.5% | +14.5% |
| 6M | +11.1% | -6.3% | +17.4% | +11.9% |
| YTD | +5.5% | +13.0% | -7.5% | -1.6% |
| 1Y | +9.1% | +14.9% | -5.8% | +1.0% |
| 3Y | +36.0% | +113.4% | -77.4% | -3.0% |
| 5Y | -29.8% | +190.2% | -220.0% | -56.0% |
| 10Y | +36.6% | +259.9% | -223.2% | -31.0% |
| All | +36.6% | +267.9% | -231.3% | -31.0% |
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