+313.2%
WMB vs HIG
+314.4%
-1.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +4.6% | -2.8% | +7.4% | +6.0% |
| 3M | +5.7% | +6.3% | -0.6% | +2.1% |
| 6M | +4.2% | -0.1% | +4.3% | +3.4% |
| YTD | +26.8% | +0.4% | +26.4% | +25.3% |
| 1Y | +34.7% | +6.2% | +28.4% | +28.8% |
| 3Y | +146.8% | +101.6% | +45.2% | +64.5% |
| 5Y | +285.0% | +119.8% | +165.2% | +139.6% |
| 10Y | +313.2% | +311.7% | +1.4% | +65.4% |
| All | +313.2% | +314.4% | -1.2% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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