+75.0%
SPY vs WMB
+97.7%
-22.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.7% | -13.8% | +11.1% | -0.1% |
| 30D | -5.4% | -10.3% | +4.9% | -3.6% |
| 3M | -4.1% | -10.1% | +6.0% | -2.5% |
| 6M | +0.7% | -11.8% | +12.6% | +2.4% |
| YTD | +8.7% | +8.9% | -0.3% | +4.2% |
| 1Y | +10.9% | +14.0% | -3.1% | +4.9% |
| 3Y | +75.0% | +100.5% | -25.5% | +46.0% |
| All | +75.0% | +97.7% | -22.7% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling