+100.5%
WMB vs IBB
+78.6%
+21.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -13.8% | -1.8% | -12.0% | -13.5% |
| 30D | -10.3% | +5.1% | -15.4% | -11.0% |
| 3M | -10.1% | +10.7% | -20.8% | -11.8% |
| 6M | -11.8% | +22.9% | -34.7% | -15.5% |
| YTD | +8.9% | +26.7% | -17.7% | +3.3% |
| 1Y | +14.0% | +35.1% | -21.1% | +6.0% |
| 3Y | +100.5% | +80.2% | +20.3% | +68.2% |
| All | +100.5% | +78.6% | +21.9% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling