+214.8%
SAP vs WMB
+267.1%
-52.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.1% |
| 7D | -0.7% | -13.8% | +13.1% | +2.5% |
| 30D | +11.1% | -10.3% | +21.4% | +13.4% |
| 3M | +17.0% | -10.1% | +27.1% | +19.1% |
| 6M | +34.8% | -11.8% | +46.7% | +37.2% |
| YTD | -2.2% | +8.9% | -11.2% | -6.3% |
| 1Y | -6.4% | +14.0% | -20.4% | -11.6% |
| 3Y | +75.1% | +100.5% | -25.4% | +40.4% |
| 5Y | +69.8% | +179.5% | -109.7% | +22.9% |
| All | +214.8% | +267.1% | -52.3% | +99.8% |
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