+278.8%
WMB vs IBB
+22.5%
+256.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +0.6% | +1.4% | -0.9% | +0.2% |
| 30D | +3.3% | +10.5% | -7.2% | +0.7% |
| 3M | +3.1% | +23.6% | -20.5% | -2.3% |
| 6M | -0.7% | +22.6% | -23.3% | -5.9% |
| YTD | +25.2% | +25.7% | -0.5% | +17.6% |
| 1Y | +32.9% | +51.4% | -18.5% | +18.1% |
| 3Y | +140.6% | +64.4% | +76.2% | +106.5% |
| All | +278.8% | +22.5% | +256.3% | +213.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling