+307.3%
SPY vs WMB
+267.9%
+39.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.3% |
| 7D | +0.1% | -6.7% | +6.7% | +2.0% |
| 30D | -3.3% | -8.6% | +5.2% | -1.0% |
| 3M | -2.4% | -4.9% | +2.5% | -1.5% |
| 6M | +2.6% | -6.3% | +8.9% | +3.6% |
| YTD | +11.2% | +13.0% | -1.7% | +5.7% |
| 1Y | +13.4% | +14.9% | -1.5% | +7.0% |
| 3Y | +79.9% | +113.4% | -33.5% | +37.9% |
| 5Y | +72.2% | +190.2% | -118.0% | +18.9% |
| 10Y | +307.3% | +259.9% | +47.5% | +145.7% |
| All | +307.3% | +267.9% | +39.4% | +145.7% |
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