+324.2%
WMB vs HWM
+1,311.7%
-987.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.5% |
| 7D | -1.0% | -11.4% | +10.4% | +2.3% |
| 30D | -0.4% | -18.5% | +18.0% | +5.3% |
| 3M | +3.2% | -13.2% | +16.4% | +6.9% |
| 6M | +0.1% | -8.7% | +8.7% | +1.1% |
| YTD | +23.9% | +12.2% | +11.7% | +16.9% |
| 1Y | +27.6% | +24.9% | +2.7% | +15.8% |
| 3Y | +141.9% | +383.9% | -242.0% | +38.2% |
| 5Y | +273.8% | +646.1% | -372.4% | +82.4% |
| All | +324.2% | +1,311.7% | -987.5% | +62.0% |
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