+16.7%
STM vs WMB
+121.9%
-105.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +12.0% | +7.8% | +4.2% | +9.0% |
| 30D | -0.4% | -5.1% | +4.7% | +1.5% |
| 3M | -13.2% | -4.7% | -8.5% | -11.7% |
| 6M | -26.1% | -7.4% | -18.7% | -24.7% |
| YTD | +81.2% | +17.5% | +63.7% | +69.2% |
| 1Y | +98.3% | +19.5% | +78.8% | +83.8% |
| 3Y | +16.7% | +121.3% | -104.6% | -9.3% |
| All | +16.7% | +121.9% | -105.1% | -9.3% |
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 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