+5.6%
UNH vs WMB
+289.3%
-283.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.3% | +0.6% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | -1.5% | +7.7% | -9.2% | -2.5% |
| 3M | -0.8% | +6.7% | -7.6% | -1.8% |
| 6M | +41.8% | +3.6% | +38.2% | +41.0% |
| YTD | +23.1% | +28.0% | -4.9% | +19.1% |
| 1Y | +28.5% | +37.6% | -9.1% | +23.1% |
| 3Y | -11.8% | +149.0% | -160.8% | -27.6% |
| All | +5.6% | +289.3% | -283.7% | -21.5% |
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