+244.7%
WMB vs COMP
-52.0%
+296.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.7% | -11.0% | -0.8% |
| 7D | -13.8% | +13.4% | -27.3% | -14.4% |
| 30D | -10.3% | +11.1% | -21.4% | -10.9% |
| 3M | -10.1% | -18.8% | +8.8% | -9.3% |
| 6M | -11.8% | +10.5% | -22.3% | -12.9% |
| YTD | +8.9% | -3.4% | +12.4% | +7.9% |
| 1Y | +14.0% | +19.7% | -5.7% | +11.2% |
| 3Y | +100.5% | +381.6% | -281.1% | +73.1% |
| 5Y | +179.5% | -17.6% | +197.1% | +149.1% |
| All | +244.7% | -52.0% | +296.6% | +215.6% |
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