-68.4%
U vs WMB
+178.0%
-246.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +36.6% | -13.8% | +50.4% | +43.8% |
| 30D | +13.3% | -10.3% | +23.6% | +17.1% |
| 3M | +26.2% | -10.1% | +36.2% | +29.8% |
| 6M | +88.7% | -11.8% | +100.6% | +93.8% |
| YTD | +16.6% | +8.9% | +7.6% | +3.8% |
| 1Y | +29.0% | +14.0% | +15.0% | +11.2% |
| 3Y | +99.5% | +100.5% | -1.0% | +14.0% |
| All | -68.4% | +178.0% | -246.4% | -83.7% |
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