+281.4%
WMB vs IRM
+520.0%
-238.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +7.8% | +6.8% | +1.0% | +5.3% |
| 30D | -5.1% | +2.6% | -7.7% | -6.1% |
| 3M | -4.7% | -9.5% | +4.7% | -1.6% |
| 6M | -7.4% | -8.5% | +1.1% | -5.1% |
| YTD | +17.5% | +40.3% | -22.8% | +1.5% |
| 1Y | +19.5% | +28.7% | -9.2% | +6.5% |
| 3Y | +121.3% | +111.8% | +9.5% | +55.2% |
| 5Y | +200.5% | +189.1% | +11.4% | +80.1% |
| All | +281.4% | +520.0% | -238.6% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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