+61.4%
T vs WMB
+278.0%
-216.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.9% |
| 7D | +2.0% | +1.6% | +0.4% | +1.5% |
| 30D | -1.0% | -7.1% | +6.1% | +0.3% |
| 3M | -8.1% | -4.0% | -4.1% | -7.8% |
| 6M | -8.3% | -5.7% | -2.5% | -7.7% |
| YTD | -6.1% | +17.2% | -23.3% | -10.7% |
| 1Y | -7.4% | +17.2% | -24.6% | -12.0% |
| 3Y | +65.4% | +121.1% | -55.6% | +31.1% |
| 5Y | +57.6% | +197.2% | -139.5% | +14.6% |
| 10Y | +61.4% | +280.9% | -219.5% | +5.7% |
| All | +61.4% | +278.0% | -216.7% | +5.7% |
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