+100.5%
WMB vs HWM
+330.6%
-230.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.7% |
| 7D | -13.8% | +3.3% | -17.1% | -14.2% |
| 30D | -10.3% | -7.6% | -2.7% | -9.1% |
| 3M | -10.1% | -28.9% | +18.9% | -4.6% |
| 6M | -11.8% | -19.7% | +7.8% | -9.0% |
| YTD | +8.9% | +0.5% | +8.4% | +5.9% |
| 1Y | +14.0% | +0.3% | +13.7% | +10.7% |
| 3Y | +100.5% | +325.8% | -225.3% | +52.9% |
| All | +100.5% | +330.6% | -230.1% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling