+225.1%
UNH vs WMB
+278.0%
-53.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.1% |
| 7D | -1.6% | +1.6% | -3.1% | -2.0% |
| 30D | +6.5% | -7.1% | +13.5% | +8.1% |
| 3M | +0.8% | -4.0% | +4.8% | +1.4% |
| 6M | +6.1% | -5.7% | +11.8% | +7.0% |
| YTD | +24.5% | +17.2% | +7.3% | +18.3% |
| 1Y | +26.3% | +17.2% | +9.1% | +20.0% |
| 3Y | -20.7% | +121.1% | -141.8% | -38.8% |
| 5Y | -3.6% | +197.2% | -200.8% | -33.1% |
| 10Y | +225.1% | +280.9% | -55.9% | +87.0% |
| All | +225.1% | +278.0% | -53.0% | +87.0% |
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