+5,892.0%
FIX vs WMB
+333.1%
+5,558.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +6.0% | +0.6% | +5.5% | +5.7% |
| 30D | -7.2% | +3.3% | -10.5% | -8.9% |
| 3M | -15.9% | +3.1% | -19.0% | -17.6% |
| 6M | +12.7% | -0.7% | +13.4% | +12.3% |
| YTD | +72.8% | +25.2% | +47.6% | +53.1% |
| 1Y | +122.9% | +32.9% | +90.0% | +90.2% |
| 3Y | +774.3% | +140.6% | +633.8% | +473.5% |
| 5Y | +2,049.5% | +273.5% | +1,776.0% | +1,035.6% |
| All | +5,892.0% | +333.1% | +5,558.8% | +2,692.2% |
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