+298.2%
WBD vs WMB
+1,011.2%
-713.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | +8.8% | +3.3% | +5.5% | +7.4% |
| 3M | +4.6% | +3.1% | +1.5% | +3.2% |
| 6M | +1.1% | -0.7% | +1.8% | +0.7% |
| YTD | -2.0% | +25.2% | -27.1% | -10.0% |
| 1Y | +140.0% | +32.9% | +107.2% | +114.9% |
| 3Y | +144.4% | +140.6% | +3.8% | +78.3% |
| 5Y | -0.2% | +273.5% | -273.7% | -37.3% |
| 10Y | +9.1% | +334.2% | -325.1% | -38.7% |
| All | +298.2% | +1,011.2% | -713.0% | +24.1% |
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