+412.1%
LIN vs WMB
+265.8%
+146.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +2.0% | -6.9% | +8.9% | +3.9% |
| 30D | +7.9% | -7.2% | +15.0% | +9.7% |
| 3M | +6.3% | -5.4% | +11.7% | +7.4% |
| 6M | +6.5% | -4.9% | +11.4% | +7.1% |
| YTD | +23.6% | +14.7% | +8.9% | +17.0% |
| 1Y | +25.7% | +14.7% | +11.0% | +18.9% |
| 3Y | +35.6% | +116.4% | -80.8% | +2.9% |
| 5Y | +65.9% | +198.5% | -132.7% | +12.4% |
| 10Y | +412.1% | +266.3% | +145.8% | +204.4% |
| All | +412.1% | +265.8% | +146.3% | +204.4% |
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