+111.7%
SPOT vs WMB
+282.7%
-171.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -3.2% |
| 7D | -2.9% | +0.8% | -3.6% | -3.1% |
| 30D | +8.3% | +7.7% | +0.6% | +5.9% |
| 3M | +5.1% | +6.7% | -1.6% | +2.7% |
| 6M | -6.5% | +3.6% | -10.1% | -8.1% |
| YTD | -9.0% | +28.0% | -37.0% | -16.6% |
| 1Y | -26.4% | +37.6% | -64.0% | -34.6% |
| 3Y | +240.0% | +149.0% | +91.0% | +147.0% |
| 5Y | +111.7% | +285.3% | -173.6% | +40.3% |
| All | +111.7% | +282.7% | -171.0% | +40.3% |
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