+32.9%
DIS vs WMB
+278.0%
-245.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.4% |
| 7D | +0.6% | +1.6% | -1.0% | 0.0% |
| 30D | +10.3% | -7.1% | +17.4% | +12.5% |
| 3M | +15.6% | -4.0% | +19.6% | +16.2% |
| 6M | +15.1% | -5.7% | +20.9% | +15.9% |
| YTD | +6.0% | +17.2% | -11.2% | -2.4% |
| 1Y | +5.7% | +17.2% | -11.5% | -2.8% |
| 3Y | +39.8% | +121.1% | -81.2% | -1.5% |
| 5Y | -23.9% | +197.2% | -221.1% | -52.6% |
| 10Y | +32.9% | +280.9% | -248.0% | -33.6% |
| All | +32.9% | +278.0% | -245.1% | -33.6% |
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