+2,285.7%
STM vs WMB
+3,215.6%
-929.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +5.8% | +0.6% | +5.2% | +5.6% |
| 30D | -1.0% | +3.3% | -4.3% | -1.9% |
| 3M | -33.3% | +3.1% | -36.4% | -34.0% |
| 6M | +57.4% | -0.7% | +58.1% | +57.0% |
| YTD | +102.2% | +25.2% | +77.0% | +91.0% |
| 1Y | +99.6% | +32.9% | +66.7% | +86.1% |
| 3Y | +14.5% | +140.6% | -126.0% | -7.5% |
| 5Y | +21.4% | +273.5% | -252.1% | -11.7% |
| 10Y | +695.0% | +334.2% | +360.8% | +445.6% |
| All | +2,285.7% | +3,215.6% | -929.8% | +883.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling