+11.1%
SMR vs WMB
+193.5%
-182.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.3% | +13.0% | +13.1% |
| 7D | +21.4% | +0.8% | +20.6% | +20.7% |
| 30D | +13.8% | +7.7% | +6.1% | +4.7% |
| 3M | +3.9% | +6.7% | -2.8% | -5.0% |
| 6M | -4.2% | +3.6% | -7.8% | -11.6% |
| YTD | -21.1% | +28.0% | -49.1% | -42.7% |
| 1Y | -67.1% | +37.6% | -104.7% | -78.2% |
| 3Y | +88.9% | +149.0% | -60.2% | -18.3% |
| All | +11.1% | +193.5% | -182.4% | -54.3% |
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