+65.3%
T vs WMB
+309.4%
-244.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.9% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | +7.6% | +7.7% | -0.1% | +5.5% |
| 3M | +15.3% | +6.7% | +8.6% | +13.2% |
| 6M | -8.5% | +3.6% | -12.1% | -9.6% |
| YTD | +6.8% | +28.0% | -21.2% | -0.1% |
| 1Y | -7.2% | +37.6% | -44.9% | -15.0% |
| 3Y | +108.2% | +149.0% | -40.8% | +60.8% |
| 5Y | +66.1% | +285.3% | -219.3% | +13.5% |
| 10Y | +65.3% | +302.1% | -236.8% | +7.8% |
| All | +65.3% | +309.4% | -244.1% | +7.8% |
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