+283.3%
WMB vs IBB
+127.7%
+155.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.7% |
| 7D | +8.1% | +1.6% | +6.4% | +7.3% |
| 30D | -6.9% | +6.7% | -13.6% | -9.6% |
| 3M | -5.1% | +6.3% | -11.4% | -8.2% |
| 6M | -5.7% | +23.9% | -29.6% | -15.1% |
| YTD | +18.1% | +26.6% | -8.5% | +4.6% |
| 1Y | +18.4% | +29.6% | -11.2% | +3.6% |
| 3Y | +122.7% | +86.1% | +36.7% | +60.4% |
| 5Y | +202.0% | +40.3% | +161.7% | +147.7% |
| All | +283.3% | +127.7% | +155.5% | +128.3% |
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