+264.5%
WMB vs IP
+26.3%
+238.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -13.8% | -5.1% | -8.8% | -12.5% |
| 30D | -10.3% | +8.5% | -18.8% | -12.9% |
| 3M | -10.1% | -13.8% | +3.8% | -6.4% |
| 6M | -11.8% | +5.7% | -17.6% | -15.4% |
| YTD | +8.9% | -9.1% | +18.1% | +8.0% |
| 1Y | +14.0% | -0.8% | +14.8% | +9.1% |
| 3Y | +100.5% | +14.8% | +85.7% | +65.7% |
| 5Y | +179.5% | -11.5% | +191.0% | +155.5% |
| All | +264.5% | +26.3% | +238.2% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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