+180.3%
WMB vs IRM
+168.2%
+12.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.6% |
| 7D | -13.8% | -8.6% | -5.2% | -11.5% |
| 30D | -10.3% | -8.0% | -2.4% | -8.2% |
| 3M | -10.1% | -12.0% | +1.9% | -6.8% |
| 6M | -11.8% | -18.2% | +6.3% | -7.0% |
| YTD | +8.9% | +31.4% | -22.4% | -1.3% |
| 1Y | +14.0% | +9.2% | +4.8% | +9.3% |
| 3Y | +100.5% | +94.6% | +5.9% | +52.0% |
| All | +180.3% | +168.2% | +12.1% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling