+11.5%
WMB vs IRE
-97.7%
+109.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -15.8% | +17.3% | +1.7% |
| 7D | -6.9% | -41.9% | +35.0% | -6.4% |
| 30D | -7.2% | -75.1% | +67.9% | -6.3% |
| 3M | -5.4% | -82.4% | +77.0% | -4.5% |
| 6M | -4.9% | -95.5% | +90.7% | -3.6% |
| YTD | +14.7% | -93.1% | +107.8% | +15.0% |
| 1Y | +14.7% | -97.8% | +112.5% | +13.9% |
| All | +11.5% | -97.7% | +109.2% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling