+69.4%
F vs WMB
+270.0%
-200.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.4% |
| 7D | +1.0% | -6.9% | +7.9% | +3.9% |
| 30D | +2.1% | -7.2% | +9.3% | +4.7% |
| 3M | -10.3% | -5.4% | -4.8% | -9.1% |
| 6M | +3.3% | -4.9% | +8.1% | +3.6% |
| YTD | -2.0% | +14.7% | -16.7% | -10.8% |
| 1Y | -2.3% | +14.7% | -17.0% | -11.2% |
| 3Y | +49.9% | +116.4% | -66.5% | -4.3% |
| 5Y | -12.5% | +198.5% | -211.0% | -52.4% |
| All | +69.4% | +270.0% | -200.6% | -25.3% |
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