+1,057.8%
TER vs WMB
+284.4%
+773.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.1% |
| 7D | +24.0% | +8.1% | +15.9% | +20.3% |
| 30D | -30.6% | -6.9% | -23.8% | -28.2% |
| 3M | -34.5% | -5.1% | -29.4% | -32.8% |
| 6M | -26.4% | -5.7% | -20.7% | -24.5% |
| YTD | +36.4% | +18.1% | +18.4% | +28.4% |
| 1Y | +47.4% | +18.4% | +29.0% | +38.5% |
| 3Y | +202.6% | +122.7% | +79.8% | +120.2% |
| 5Y | +83.9% | +202.0% | -118.2% | +18.5% |
| All | +1,057.8% | +284.4% | +773.3% | +527.9% |
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