+58.8%
T vs WMB
+265.8%
-207.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | +2.6% | -6.9% | +9.5% | +4.2% |
| 30D | -1.1% | -7.2% | +6.1% | +0.3% |
| 3M | -7.7% | -5.4% | -2.3% | -7.1% |
| 6M | -10.6% | -4.9% | -5.8% | -10.3% |
| YTD | -7.5% | +14.7% | -22.2% | -11.5% |
| 1Y | -7.4% | +14.7% | -22.1% | -11.5% |
| 3Y | +63.1% | +116.4% | -53.3% | +29.9% |
| 5Y | +55.2% | +198.5% | -143.3% | +12.7% |
| 10Y | +58.8% | +266.3% | -207.5% | +4.2% |
| All | +58.8% | +265.8% | -207.0% | +4.2% |
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