+280.9%
WMB vs IBB
+133.2%
+147.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +2.0% |
| 7D | +1.6% | -1.4% | +2.9% | +2.2% |
| 30D | -7.1% | +6.8% | -13.9% | -9.8% |
| 3M | -4.0% | +9.2% | -13.2% | -8.2% |
| 6M | -5.7% | +28.3% | -34.1% | -16.4% |
| YTD | +17.2% | +29.4% | -12.2% | +2.9% |
| 1Y | +17.2% | +33.2% | -16.0% | +1.4% |
| 3Y | +121.1% | +90.2% | +30.9% | +57.8% |
| 5Y | +197.2% | +44.0% | +153.2% | +141.0% |
| 10Y | +280.9% | +133.1% | +147.8% | +125.8% |
| All | +280.9% | +133.2% | +147.7% | +125.8% |
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