+12.0%
WBD vs WMB
+304.7%
-292.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +2.3% |
| 7D | -0.6% | -1.7% | +1.1% | 0.0% |
| 30D | +4.2% | +0.7% | +3.5% | +3.6% |
| 3M | +7.5% | +1.5% | +6.0% | +6.3% |
| 6M | +1.6% | +0.1% | +1.5% | +0.7% |
| YTD | -2.2% | +22.9% | -25.1% | -11.4% |
| 1Y | +124.9% | +27.9% | +97.0% | +99.1% |
| 3Y | +149.1% | +139.1% | +10.0% | +68.8% |
| 5Y | +7.8% | +270.9% | -263.1% | -38.6% |
| All | +12.0% | +304.7% | -292.7% | -41.0% |
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