+132.1%
WFC vs WMB
+309.4%
-177.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -3.2% |
| 7D | +1.1% | +0.8% | +0.3% | +0.7% |
| 30D | +0.8% | +7.7% | -6.9% | -2.7% |
| 3M | +9.3% | +6.7% | +2.6% | +5.4% |
| 6M | +10.6% | +3.6% | +7.0% | +7.7% |
| YTD | -4.1% | +28.0% | -32.1% | -15.7% |
| 1Y | +13.6% | +37.6% | -24.0% | -4.0% |
| 3Y | +130.7% | +149.0% | -18.3% | +44.8% |
| 5Y | +126.7% | +285.3% | -158.6% | +13.3% |
| 10Y | +132.1% | +302.1% | -169.9% | +2.0% |
| All | +132.1% | +309.4% | -177.3% | +2.0% |
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