+2,926.4%
V vs WMB
+538.3%
+2,388.1%
-51.9%
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 | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | +2.0% | +3.3% | -1.3% | +0.9% |
| 3M | +17.4% | +3.1% | +14.2% | +16.0% |
| 6M | +17.5% | -0.7% | +18.2% | +17.0% |
| YTD | +7.6% | +25.2% | -17.6% | +0.3% |
| 1Y | +7.7% | +32.9% | -25.1% | -1.6% |
| 3Y | +54.7% | +140.6% | -85.9% | +18.5% |
| 5Y | +73.0% | +273.5% | -200.4% | +16.1% |
| 10Y | +390.9% | +334.2% | +56.6% | +197.3% |
| All | +2,926.4% | +538.3% | +2,388.1% | +1,118.0% |
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 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