+1,777.6%
WMB vs HIG
+992.6%
+785.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +1.6% | -0.7% | +2.2% | +1.7% |
| 30D | -7.1% | +5.4% | -12.4% | -8.5% |
| 3M | -4.0% | -0.9% | -3.1% | -4.0% |
| 6M | -5.7% | +4.8% | -10.5% | -7.3% |
| YTD | +17.2% | +0.9% | +16.3% | +16.2% |
| 1Y | +17.2% | +6.5% | +10.7% | +14.5% |
| 3Y | +121.1% | +95.7% | +25.3% | +82.7% |
| 5Y | +197.2% | +107.1% | +90.1% | +140.7% |
| 10Y | +280.9% | +262.6% | +18.3% | +163.3% |
| All | +1,777.6% | +992.6% | +785.0% | +636.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling