+67.2%
F vs WMB
+284.4%
-217.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.6% | -3.2% |
| 7D | -3.9% | +8.1% | -12.0% | -7.2% |
| 30D | -0.5% | -6.9% | +6.4% | +2.0% |
| 3M | -12.9% | -5.1% | -7.8% | -11.9% |
| 6M | +1.5% | -5.7% | +7.3% | +2.4% |
| YTD | -5.0% | +18.1% | -23.1% | -14.6% |
| 1Y | -7.3% | +18.4% | -25.8% | -17.0% |
| 3Y | +45.3% | +122.7% | -77.5% | -8.5% |
| 5Y | -15.8% | +202.0% | -217.8% | -54.5% |
| All | +67.2% | +284.4% | -217.3% | -27.2% |
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