+258.6%
WMB vs IR
+342.0%
-83.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +2.0% |
| 7D | -6.7% | +5.0% | -11.7% | -8.2% |
| 30D | -8.6% | +10.3% | -18.9% | -11.8% |
| 3M | -4.9% | -0.1% | -4.8% | -5.2% |
| 6M | -6.3% | +14.8% | -21.1% | -11.8% |
| YTD | +13.0% | +9.7% | +3.2% | +6.7% |
| 1Y | +14.9% | +12.2% | +2.7% | +7.4% |
| 3Y | +113.4% | +30.0% | +83.4% | +80.3% |
| 5Y | +190.2% | +46.8% | +143.3% | +126.5% |
| All | +258.6% | +342.0% | -83.5% | +72.5% |
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