+465.1%
STM vs WMB
+282.5%
+182.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +12.0% | +7.8% | +4.2% | +8.4% |
| 30D | -0.4% | -5.1% | +4.7% | +2.2% |
| 3M | -13.2% | -4.7% | -8.5% | -11.3% |
| 6M | -26.1% | -7.4% | -18.7% | -24.0% |
| YTD | +81.2% | +17.5% | +63.7% | +67.0% |
| 1Y | +98.3% | +19.5% | +78.8% | +81.3% |
| 3Y | +16.7% | +121.3% | -104.6% | -20.6% |
| 5Y | -4.8% | +200.5% | -205.4% | -44.3% |
| All | +465.1% | +282.5% | +182.6% | +172.2% |
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