+278.8%
WMB vs IR
+45.6%
+233.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.2% |
| 7D | +0.6% | -2.8% | +3.4% | +1.2% |
| 30D | +3.3% | -15.1% | +18.4% | +7.2% |
| 3M | +3.1% | +6.1% | -2.9% | +1.2% |
| 6M | -0.7% | -16.8% | +16.1% | +3.2% |
| YTD | +25.2% | -3.5% | +28.7% | +24.4% |
| 1Y | +32.9% | -3.5% | +36.4% | +31.6% |
| 3Y | +140.6% | +9.5% | +131.1% | +121.7% |
| All | +278.8% | +45.6% | +233.1% | +206.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling