+202.8%
TER vs WMB
+275.1%
-72.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | -8.3% | +3.3% | -11.5% | -9.8% |
| 3M | -12.2% | +3.1% | -15.3% | -13.7% |
| 6M | +17.1% | -0.7% | +17.8% | +16.6% |
| YTD | +84.7% | +25.2% | +59.5% | +67.1% |
| 1Y | +199.9% | +32.9% | +167.1% | +163.3% |
| 3Y | +232.8% | +140.6% | +92.2% | +123.1% |
| All | +202.8% | +275.1% | -72.3% | +86.7% |
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