+1,381.0%
NET vs WMB
+301.0%
+1,080.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.4% | +3.8% | -1.1% |
| 7D | -16.4% | -8.6% | -7.7% | -14.5% |
| 30D | -25.8% | -4.2% | -21.7% | -25.1% |
| 3M | -11.5% | -4.4% | -7.1% | -10.7% |
| 6M | +18.9% | -8.7% | +27.6% | +21.1% |
| YTD | +35.2% | +15.4% | +19.8% | +29.5% |
| 1Y | +14.5% | +23.7% | -9.3% | +7.6% |
| 3Y | +313.8% | +110.4% | +203.4% | +247.8% |
| 5Y | +32.6% | +198.9% | -166.4% | +6.7% |
| All | +1,381.0% | +301.0% | +1,080.0% | +1,221.5% |
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