+264.5%
WMB vs BURL
+252.7%
+11.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -13.8% | +4.1% | -17.9% | -14.6% |
| 30D | -10.3% | -9.5% | -0.9% | -8.9% |
| 3M | -10.1% | -33.5% | +23.5% | -3.4% |
| 6M | -11.8% | -22.1% | +10.2% | -8.7% |
| YTD | +8.9% | -14.6% | +23.5% | +10.3% |
| 1Y | +14.0% | -8.4% | +22.3% | +13.3% |
| 3Y | +100.5% | +86.6% | +14.0% | +64.6% |
| 5Y | +179.5% | -17.2% | +196.7% | +167.8% |
| All | +264.5% | +252.7% | +11.8% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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