+67.7%
T vs WMB
+275.1%
-207.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | -1.3% | +0.6% | -1.8% | -1.4% |
| 30D | +11.4% | +3.3% | +8.1% | +10.4% |
| 3M | +14.3% | +3.1% | +11.2% | +13.2% |
| 6M | -9.3% | -0.7% | -8.6% | -9.4% |
| YTD | +7.1% | +25.2% | -18.1% | +0.8% |
| 1Y | -9.1% | +32.9% | -42.0% | -15.9% |
| 3Y | +105.3% | +140.6% | -35.2% | +54.1% |
| All | +67.7% | +275.1% | -207.4% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling