+6.5%
HD vs WMB
+202.0%
-195.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.0% |
| 7D | -0.5% | +8.1% | -8.6% | -1.7% |
| 30D | +18.5% | -6.9% | +25.4% | +19.5% |
| 3M | +2.2% | -5.1% | +7.2% | +2.5% |
| 6M | +13.8% | -5.7% | +19.6% | +14.1% |
| YTD | +3.4% | +18.1% | -14.7% | -2.2% |
| 1Y | -3.5% | +18.4% | -21.9% | -8.8% |
| 3Y | +29.0% | +122.7% | -93.7% | -2.1% |
| All | +6.5% | +202.0% | -195.5% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling