+457.2%
WMB vs IBB
+580.2%
-123.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +1.9% |
| 7D | +1.6% | -1.4% | +2.9% | +2.5% |
| 30D | -7.1% | +6.8% | -13.9% | -11.4% |
| 3M | -4.0% | +9.2% | -13.2% | -10.7% |
| 6M | -5.7% | +28.3% | -34.1% | -22.0% |
| YTD | +17.2% | +29.4% | -12.2% | -4.6% |
| 1Y | +17.2% | +33.2% | -16.0% | -6.6% |
| 3Y | +121.1% | +90.2% | +30.9% | +32.7% |
| 5Y | +197.2% | +44.0% | +153.2% | +109.0% |
| 10Y | +280.9% | +133.1% | +147.8% | +74.0% |
| All | +457.2% | +580.2% | -123.0% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling