+132.1%
HON vs WMB
+304.7%
-172.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.3% |
| 7D | -2.6% | -1.7% | -1.0% | -2.1% |
| 30D | -11.9% | +0.7% | -12.6% | -12.2% |
| 3M | -6.1% | +1.5% | -7.6% | -6.8% |
| 6M | -19.2% | +0.1% | -19.3% | -19.7% |
| YTD | +0.2% | +22.9% | -22.8% | -7.8% |
| 1Y | -1.5% | +27.9% | -29.3% | -11.2% |
| 3Y | +17.9% | +139.1% | -121.2% | -18.1% |
| 5Y | +1.9% | +270.9% | -269.0% | -41.6% |
| All | +132.1% | +304.7% | -172.6% | +14.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling