+62.5%
T vs WMB
+282.5%
-220.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.5% | +7.8% | -5.3% | +0.7% |
| 30D | -3.8% | -5.1% | +1.3% | -3.0% |
| 3M | -8.7% | -4.7% | -4.0% | -8.2% |
| 6M | -8.1% | -7.4% | -0.7% | -7.1% |
| YTD | -6.4% | +17.5% | -23.9% | -11.1% |
| 1Y | -9.8% | +19.5% | -29.2% | -14.6% |
| 3Y | +65.5% | +121.3% | -55.8% | +31.1% |
| 5Y | +57.0% | +200.5% | -143.6% | +13.8% |
| All | +62.5% | +282.5% | -220.0% | +6.4% |
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