+1,610.3%
LLY vs WMB
+319.8%
+1,290.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | -1.6% | +3.3% | -4.9% | -2.3% |
| 3M | +2.3% | +3.1% | -0.8% | +1.5% |
| 6M | +14.9% | -0.7% | +15.6% | +14.7% |
| YTD | +7.5% | +25.2% | -17.7% | +2.8% |
| 1Y | +55.7% | +32.9% | +22.8% | +46.9% |
| 3Y | +110.6% | +140.6% | -30.0% | +77.4% |
| 5Y | +363.4% | +273.5% | +90.0% | +257.4% |
| All | +1,610.3% | +319.8% | +1,290.4% | +1,182.0% |
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 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