-3.6%
SMR vs WMB
+187.0%
-190.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +4.4% | +0.6% | +3.8% | +3.8% |
| 30D | +3.4% | +3.3% | +0.2% | -1.3% |
| 3M | -19.2% | +3.1% | -22.3% | -23.8% |
| 6M | -22.6% | -0.7% | -21.9% | -25.6% |
| YTD | -31.5% | +25.2% | -56.7% | -49.4% |
| 1Y | -73.1% | +32.9% | -105.9% | -81.5% |
| 3Y | +55.0% | +140.6% | -85.6% | -31.2% |
| All | -3.6% | +187.0% | -190.6% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling