+308.8%
SPOT vs WMB
+338.8%
-30.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | -3.0% | +1.6% | -4.5% | -3.3% |
| 30D | +15.2% | -7.1% | +22.3% | +16.7% |
| 3M | +21.6% | -4.0% | +25.6% | +22.0% |
| 6M | +45.2% | -5.7% | +50.9% | +45.9% |
| YTD | +4.9% | +17.2% | -12.3% | -0.6% |
| 1Y | -4.8% | +17.2% | -22.0% | -9.9% |
| 3Y | +256.3% | +121.1% | +135.2% | +185.6% |
| 5Y | +120.2% | +197.2% | -77.0% | +63.5% |
| All | +308.8% | +338.8% | -30.0% | +186.8% |
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