+177.0%
SAP vs WMB
+319.8%
-142.9%
-52.3%
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 | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | +9.0% | +3.3% | +5.8% | +8.0% |
| 3M | +14.9% | +3.1% | +11.8% | +13.5% |
| 6M | +11.9% | -0.7% | +12.6% | +11.2% |
| YTD | -9.9% | +25.2% | -35.1% | -16.0% |
| 1Y | -19.5% | +32.9% | -52.4% | -26.4% |
| 3Y | +61.8% | +140.6% | -78.8% | +24.6% |
| 5Y | +56.2% | +273.5% | -217.3% | +5.3% |
| All | +177.0% | +319.8% | -142.9% | +71.9% |
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