+281.4%
WMB vs IBB
+126.8%
+154.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +7.8% | -0.5% | +8.3% | +8.0% |
| 30D | -5.1% | +4.6% | -9.6% | -7.0% |
| 3M | -4.7% | +6.8% | -11.5% | -8.0% |
| 6M | -7.4% | +23.1% | -30.5% | -16.4% |
| YTD | +17.5% | +26.0% | -8.6% | +4.3% |
| 1Y | +19.5% | +30.4% | -10.9% | +4.3% |
| 3Y | +121.3% | +85.4% | +35.8% | +59.6% |
| 5Y | +200.5% | +39.7% | +160.8% | +146.9% |
| All | +281.4% | +126.8% | +154.6% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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