-39.0%
U vs WMB
+366.4%
-405.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -3.8% | +0.6% | -4.4% | -4.0% |
| 30D | +17.5% | +3.3% | +14.2% | +15.9% |
| 3M | +38.7% | +3.1% | +35.6% | +36.5% |
| 6M | +104.4% | -0.7% | +105.1% | +102.5% |
| YTD | -5.7% | +25.2% | -30.8% | -16.5% |
| 1Y | +3.7% | +32.9% | -29.2% | -11.3% |
| 3Y | +12.3% | +140.6% | -128.2% | -27.1% |
| 5Y | -68.8% | +273.5% | -342.3% | -80.8% |
| All | -39.0% | +366.4% | -405.5% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling