+298.4%
WMB vs IBKR
+1,011.6%
-713.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.1% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -0.4% | -0.2% | -0.2% | -0.8% |
| 3M | +3.2% | +3.0% | +0.3% | +1.3% |
| 6M | +0.1% | +33.9% | -33.8% | -10.6% |
| YTD | +23.9% | +42.5% | -18.6% | +7.5% |
| 1Y | +27.6% | +44.9% | -17.3% | +9.3% |
| 3Y | +141.9% | +293.0% | -151.1% | +39.7% |
| 5Y | +273.8% | +497.7% | -223.9% | +75.9% |
| All | +298.4% | +1,011.6% | -713.2% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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