+495.2%
WMB vs IBB
+560.8%
-65.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | +0.6% | +1.4% | -0.9% | -0.4% |
| 30D | +3.3% | +10.5% | -7.2% | -4.0% |
| 3M | +3.1% | +23.6% | -20.5% | -11.6% |
| 6M | -0.7% | +22.6% | -23.3% | -15.1% |
| YTD | +25.2% | +25.7% | -0.5% | +4.7% |
| 1Y | +32.9% | +51.4% | -18.5% | -2.8% |
| 3Y | +140.6% | +64.4% | +76.2% | +61.0% |
| 5Y | +273.5% | +22.1% | +251.3% | +197.1% |
| 10Y | +334.2% | +132.5% | +201.7% | +98.2% |
| All | +495.2% | +560.8% | -65.6% | -21.9% |
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