+328.7%
WMB vs HWM
+1,494.1%
-1,165.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.6% | -2.1% | +2.7% | +1.0% |
| 30D | +3.3% | -11.0% | +14.2% | +6.8% |
| 3M | +3.1% | +4.0% | -0.9% | +1.3% |
| 6M | -0.7% | -0.2% | -0.5% | -1.9% |
| YTD | +25.2% | +26.7% | -1.5% | +14.2% |
| 1Y | +32.9% | +44.7% | -11.9% | +15.7% |
| 3Y | +140.6% | +426.1% | -285.5% | +34.6% |
| 5Y | +273.5% | +738.5% | -465.1% | +76.5% |
| All | +328.7% | +1,494.1% | -1,165.4% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling