+3,800.0%
FIX vs WMB
+267.9%
+3,532.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.7% | +5.7% | +7.5% |
| 7D | -7.2% | -6.7% | -0.6% | -3.1% |
| 30D | -35.1% | -8.6% | -26.6% | -31.6% |
| 3M | -34.3% | -4.9% | -29.3% | -32.1% |
| 6M | -42.9% | -6.3% | -36.6% | -40.9% |
| YTD | +19.5% | +13.0% | +6.5% | +12.4% |
| 1Y | +16.8% | +14.9% | +1.8% | +8.9% |
| 3Y | +506.7% | +113.4% | +393.3% | +325.8% |
| 5Y | +1,046.7% | +190.2% | +856.5% | +587.5% |
| 10Y | +3,800.0% | +259.9% | +3,540.1% | +1,833.9% |
| All | +3,800.0% | +267.9% | +3,532.1% | +1,833.9% |
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