+591.3%
WMB vs HCA
+1,635.7%
-1,044.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +0.8% | -2.8% | +3.6% | +1.7% |
| 30D | +7.7% | -2.7% | +10.5% | +8.6% |
| 3M | +6.7% | +11.5% | -4.8% | +1.8% |
| 6M | +3.6% | -24.3% | +27.9% | +12.7% |
| YTD | +28.0% | -13.6% | +41.6% | +32.3% |
| 1Y | +37.6% | -3.2% | +40.8% | +35.8% |
| 3Y | +149.0% | +50.4% | +98.6% | +102.4% |
| 5Y | +285.3% | +64.8% | +220.5% | +190.3% |
| 10Y | +302.1% | +456.6% | -154.5% | +75.4% |
| All | +591.3% | +1,635.7% | -1,044.3% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HCA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling