+463.1%
STM vs WMB
+278.0%
+185.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.5% |
| 7D | +1.4% | +1.6% | -0.1% | +1.0% |
| 30D | -8.4% | -7.1% | -1.3% | -5.1% |
| 3M | -15.8% | -4.0% | -11.8% | -14.3% |
| 6M | -22.8% | -5.7% | -17.1% | -21.3% |
| YTD | +79.4% | +17.2% | +62.2% | +65.5% |
| 1Y | +97.0% | +17.2% | +79.8% | +81.6% |
| 3Y | +14.2% | +121.1% | -106.9% | -22.3% |
| 5Y | -4.5% | +197.2% | -201.6% | -43.8% |
| 10Y | +463.1% | +280.9% | +182.2% | +171.4% |
| All | +463.1% | +278.0% | +185.0% | +171.4% |
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