+236.3%
UNH vs WMB
+304.7%
-68.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.4% |
| 7D | -3.2% | -1.7% | -1.5% | -2.7% |
| 30D | -3.5% | +0.7% | -4.2% | -3.7% |
| 3M | -4.2% | +1.5% | -5.7% | -4.7% |
| 6M | +38.3% | +0.1% | +38.2% | +37.8% |
| YTD | +19.2% | +22.9% | -3.7% | +12.4% |
| 1Y | +15.0% | +27.9% | -12.9% | +7.0% |
| 3Y | -14.5% | +139.1% | -153.7% | -35.3% |
| 5Y | +4.6% | +270.9% | -266.4% | -31.9% |
| All | +236.3% | +304.7% | -68.4% | +92.3% |
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