+151.8%
TER vs WMB
+97.7%
+54.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.7% |
| 7D | -20.5% | -13.8% | -6.7% | -14.3% |
| 30D | -47.0% | -10.3% | -36.7% | -43.8% |
| 3M | -43.3% | -10.1% | -33.2% | -40.0% |
| 6M | -42.9% | -11.8% | -31.1% | -39.4% |
| YTD | +12.9% | +8.9% | +3.9% | +10.3% |
| 1Y | +18.2% | +14.0% | +4.2% | +13.4% |
| 3Y | +151.8% | +100.5% | +51.3% | +98.6% |
| All | +151.8% | +97.7% | +54.1% | +98.6% |
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