+69.0%
F vs WMB
+278.0%
-209.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.2% |
| 7D | -2.1% | +1.6% | -3.7% | -2.9% |
| 30D | +3.3% | -7.1% | +10.4% | +6.0% |
| 3M | -11.3% | -4.0% | -7.3% | -10.8% |
| 6M | +5.3% | -5.7% | +11.0% | +6.2% |
| YTD | -2.2% | +17.2% | -19.4% | -11.8% |
| 1Y | -3.5% | +17.2% | -20.7% | -13.2% |
| 3Y | +49.5% | +121.1% | -71.5% | -5.5% |
| 5Y | -13.5% | +197.2% | -210.7% | -52.9% |
| 10Y | +69.0% | +280.9% | -211.9% | -26.2% |
| All | +69.0% | +278.0% | -209.0% | -26.2% |
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