+259.9%
WMB vs HWM
+1,636.6%
-1,376.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +2.2% |
| 7D | -6.7% | +1.6% | -8.3% | -7.0% |
| 30D | -8.6% | -3.9% | -4.6% | -7.8% |
| 3M | -4.9% | -23.2% | +18.3% | +2.0% |
| 6M | -6.3% | -20.0% | +13.7% | -1.2% |
| YTD | +13.0% | +5.7% | +7.3% | +8.0% |
| 1Y | +14.9% | +4.9% | +10.1% | +10.0% |
| 3Y | +113.4% | +347.0% | -233.6% | +24.4% |
| 5Y | +190.2% | +563.0% | -372.9% | +46.3% |
| 10Y | +259.9% | +1,579.2% | -1,319.3% | +37.0% |
| All | +259.9% | +1,636.6% | -1,376.8% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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