+59.6%
T vs WMB
+97.7%
-38.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.0% | -13.8% | +14.8% | +2.6% |
| 30D | -10.6% | -10.3% | -0.3% | -9.8% |
| 3M | -7.7% | -10.1% | +2.3% | -7.1% |
| 6M | -13.3% | -11.8% | -1.5% | -12.4% |
| YTD | -8.8% | +8.9% | -17.7% | -10.8% |
| 1Y | -8.4% | +14.0% | -22.4% | -11.1% |
| 3Y | +59.6% | +100.5% | -40.9% | +33.2% |
| All | +59.6% | +97.7% | -38.1% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling