+285.3%
WMB vs HRB
+112.6%
+172.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.5% | +8.7% | +2.8% |
| 7D | +0.8% | -9.1% | +9.9% | +1.6% |
| 30D | +7.7% | +0.3% | +7.5% | +7.5% |
| 3M | +6.7% | +23.4% | -16.7% | +4.3% |
| 6M | +3.6% | +45.1% | -41.5% | -0.7% |
| YTD | +28.0% | +8.9% | +19.1% | +27.2% |
| 1Y | +37.6% | -7.9% | +45.5% | +40.0% |
| 3Y | +149.0% | +27.9% | +121.1% | +135.8% |
| 5Y | +285.3% | +108.3% | +177.0% | +252.6% |
| All | +285.3% | +112.6% | +172.7% | +252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling