+251.0%
SPOT vs WMB
+375.0%
-124.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +2.2% | +4.6% | -2.4% | +1.0% |
| 3M | +5.4% | +5.7% | -0.4% | +3.6% |
| 6M | -4.0% | +4.2% | -8.2% | -5.6% |
| YTD | -9.9% | +26.8% | -36.8% | -15.8% |
| 1Y | -27.3% | +34.7% | -62.0% | -33.3% |
| 3Y | +236.4% | +146.8% | +89.6% | +163.7% |
| 5Y | +112.6% | +285.0% | -172.4% | +49.4% |
| All | +251.0% | +375.0% | -124.0% | +142.9% |
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