-69.4%
U vs WMB
+275.1%
-344.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -3.8% | +0.6% | -4.4% | -4.1% |
| 30D | +17.5% | +3.3% | +14.2% | +15.6% |
| 3M | +38.7% | +3.1% | +35.6% | +35.9% |
| 6M | +104.4% | -0.7% | +105.1% | +102.0% |
| YTD | -5.7% | +25.2% | -30.8% | -19.0% |
| 1Y | +3.7% | +32.9% | -29.2% | -14.9% |
| 3Y | +12.3% | +140.6% | -128.2% | -37.8% |
| All | -69.4% | +275.1% | -344.5% | -82.8% |
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