+22.0%
DIS vs WMB
+319.8%
-297.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | +3.5% | +3.3% | +0.2% | +2.1% |
| 3M | +6.8% | +3.1% | +3.7% | +5.1% |
| 6M | +3.0% | -0.7% | +3.7% | +2.2% |
| YTD | -6.7% | +25.2% | -31.9% | -15.4% |
| 1Y | -10.1% | +32.9% | -42.9% | -20.6% |
| 3Y | +33.0% | +140.6% | -107.5% | -8.3% |
| 5Y | -40.0% | +273.5% | -313.4% | -65.4% |
| All | +22.0% | +319.8% | -297.9% | -40.3% |
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 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