-26.6%
U vs WMB
+340.0%
-366.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +2.8% | +8.1% | -5.2% | +0.4% |
| 30D | +7.6% | -6.9% | +14.5% | +9.5% |
| 3M | +12.7% | -5.1% | +17.8% | +13.7% |
| 6M | +87.0% | -5.7% | +92.7% | +87.7% |
| YTD | +13.6% | +18.1% | -4.5% | +1.9% |
| 1Y | +25.3% | +18.4% | +6.9% | +11.9% |
| 3Y | +85.8% | +122.7% | -36.9% | +23.3% |
| 5Y | -74.5% | +202.0% | -276.5% | -83.9% |
| All | -26.6% | +340.0% | -366.6% | -52.5% |
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