+392.6%
STM vs WMB
+267.1%
+125.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | -10.7% | -13.8% | +3.1% | -4.6% |
| 30D | -25.7% | -10.3% | -15.4% | -22.0% |
| 3M | -21.6% | -10.1% | -11.5% | -17.9% |
| 6M | -27.8% | -11.8% | -16.0% | -24.2% |
| YTD | +61.8% | +8.9% | +52.8% | +54.1% |
| 1Y | +78.1% | +14.0% | +64.1% | +66.0% |
| 3Y | +4.9% | +100.5% | -95.6% | -25.4% |
| 5Y | -14.3% | +179.5% | -193.8% | -48.2% |
| All | +392.6% | +267.1% | +125.5% | +141.1% |
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