+271.9%
WMB vs IR
+332.9%
-61.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | -7.1% | +7.6% | -14.7% | -9.6% |
| 3M | -4.0% | +0.1% | -4.1% | -4.3% |
| 6M | -5.7% | +14.0% | -19.7% | -11.0% |
| YTD | +17.2% | +7.5% | +9.7% | +11.4% |
| 1Y | +17.2% | +10.1% | +7.1% | +10.2% |
| 3Y | +121.1% | +24.9% | +96.2% | +89.7% |
| 5Y | +197.2% | +46.9% | +150.3% | +131.5% |
| All | +271.9% | +332.9% | -61.0% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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