+121.3%
WMB vs IRM
+112.1%
+9.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +7.8% | +6.8% | +1.0% | +6.0% |
| 30D | -5.1% | +2.6% | -7.7% | -5.7% |
| 3M | -4.7% | -9.5% | +4.7% | -2.6% |
| 6M | -7.4% | -8.5% | +1.1% | -5.8% |
| YTD | +17.5% | +40.3% | -22.8% | +6.6% |
| 1Y | +19.5% | +28.7% | -9.2% | +10.9% |
| 3Y | +121.3% | +111.8% | +9.5% | +76.0% |
| All | +121.3% | +112.1% | +9.2% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling