+417.5%
LIN vs WMB
+267.1%
+150.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | +0.2% | -13.8% | +14.0% | +4.3% |
| 30D | +6.5% | -10.3% | +16.8% | +9.4% |
| 3M | +5.5% | -10.1% | +15.5% | +8.1% |
| 6M | +3.3% | -11.8% | +15.2% | +6.2% |
| YTD | +22.0% | +8.9% | +13.1% | +17.3% |
| 1Y | +25.7% | +14.0% | +11.8% | +19.0% |
| 3Y | +36.2% | +100.5% | -64.3% | +5.8% |
| 5Y | +66.1% | +179.5% | -113.4% | +14.8% |
| All | +417.5% | +267.1% | +150.4% | +212.9% |
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