+9.8%
WMB vs IRE
-97.3%
+107.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +3.7% |
| 7D | -6.7% | -15.5% | +8.9% | -6.6% |
| 30D | -8.6% | -70.4% | +61.8% | -7.9% |
| 3M | -4.9% | -81.6% | +76.7% | -4.1% |
| 6M | -6.3% | -94.7% | +88.4% | -5.2% |
| YTD | +13.0% | -91.8% | +104.7% | +13.0% |
| 1Y | +14.9% | -97.6% | +112.5% | +13.7% |
| All | +9.8% | -97.3% | +107.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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