+257.4%
WMB vs COMP
-49.2%
+306.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +3.4% |
| 7D | -6.7% | +14.5% | -21.2% | -7.3% |
| 30D | -8.6% | +14.9% | -23.5% | -9.3% |
| 3M | -4.9% | -14.2% | +9.3% | -4.4% |
| 6M | -6.3% | +23.7% | -30.0% | -7.9% |
| YTD | +13.0% | +2.1% | +10.9% | +11.6% |
| 1Y | +14.9% | +26.2% | -11.3% | +11.9% |
| 3Y | +113.4% | +470.9% | -357.5% | +82.2% |
| 5Y | +190.2% | -14.0% | +204.2% | +158.0% |
| All | +257.4% | -49.2% | +306.6% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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