+3,653.2%
FIX vs WMB
+267.1%
+3,386.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | -17.5% | -13.8% | -3.6% | -10.3% |
| 30D | -41.6% | -10.3% | -31.2% | -37.8% |
| 3M | -40.6% | -10.1% | -30.5% | -36.9% |
| 6M | -49.4% | -11.8% | -37.5% | -46.0% |
| YTD | +9.2% | +8.9% | +0.2% | +4.5% |
| 1Y | +6.5% | +14.0% | -7.5% | -0.4% |
| 3Y | +448.7% | +100.5% | +348.2% | +296.4% |
| 5Y | +948.7% | +179.5% | +769.2% | +539.6% |
| All | +3,653.2% | +267.1% | +3,386.1% | +1,797.9% |
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