+68.0%
LIN vs WMB
+180.0%
-112.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.7% | +0.5% |
| 7D | +3.6% | -14.2% | +17.8% | +7.0% |
| 30D | +6.4% | -11.2% | +17.6% | +8.9% |
| 3M | +6.5% | -9.9% | +16.4% | +8.4% |
| 6M | +4.9% | -14.4% | +19.2% | +7.9% |
| YTD | +23.4% | +9.2% | +14.2% | +18.8% |
| 1Y | +26.3% | +15.1% | +11.3% | +19.6% |
| 3Y | +38.0% | +99.2% | -61.2% | +6.6% |
| 5Y | +68.0% | +180.2% | -112.3% | +21.3% |
| All | +68.0% | +180.0% | -112.0% | +21.3% |
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