-24.8%
U vs WMB
+321.0%
-345.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.2% |
| 7D | +32.3% | -6.7% | +39.0% | +34.6% |
| 30D | +9.7% | -8.6% | +18.3% | +12.1% |
| 3M | +19.6% | -4.9% | +24.5% | +20.3% |
| 6M | +82.6% | -6.3% | +88.9% | +83.0% |
| YTD | +16.4% | +13.0% | +3.5% | +5.8% |
| 1Y | +28.5% | +14.9% | +13.6% | +15.5% |
| 3Y | +103.8% | +113.4% | -9.6% | +37.0% |
| 5Y | -70.0% | +190.2% | -260.2% | -80.8% |
| All | -24.8% | +321.0% | -345.8% | -50.7% |
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 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