+444.1%
STM vs WMB
+265.8%
+178.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | -0.3% |
| 7D | -7.9% | -6.9% | -1.0% | -4.7% |
| 30D | -14.1% | -7.2% | -7.0% | -11.1% |
| 3M | -17.6% | -5.4% | -12.2% | -15.6% |
| 6M | -24.2% | -4.9% | -19.4% | -23.1% |
| YTD | +73.3% | +14.7% | +58.6% | +61.5% |
| 1Y | +90.1% | +14.7% | +75.4% | +76.9% |
| 3Y | +10.3% | +116.4% | -106.0% | -24.2% |
| 5Y | -5.7% | +198.5% | -204.3% | -44.7% |
| 10Y | +444.1% | +266.3% | +177.8% | +167.3% |
| All | +444.1% | +265.8% | +178.3% | +167.3% |
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 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