+642.9%
WDC vs WMB
+282.5%
+360.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.7% |
| 7D | +12.1% | +7.8% | +4.3% | +7.6% |
| 30D | -18.8% | -5.1% | -13.7% | -15.8% |
| 3M | -39.3% | -4.7% | -34.6% | -37.4% |
| 6M | -40.1% | -7.4% | -32.7% | -37.8% |
| YTD | +71.8% | +17.5% | +54.3% | +55.3% |
| 1Y | +88.5% | +19.5% | +69.0% | +68.2% |
| 3Y | +770.0% | +121.3% | +648.7% | +436.4% |
| 5Y | +549.0% | +200.5% | +348.5% | +228.5% |
| All | +642.9% | +282.5% | +360.4% | +207.3% |
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