+285.0%
WMB vs IRM
+190.5%
+94.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | 0.0% | +3.0% | -3.0% | -0.9% |
| 30D | +4.6% | -5.2% | +9.8% | +6.1% |
| 3M | +5.7% | -8.0% | +13.8% | +8.0% |
| 6M | +4.2% | +9.2% | -5.0% | +0.7% |
| YTD | +26.8% | +41.0% | -14.1% | +12.9% |
| 1Y | +34.7% | +23.3% | +11.4% | +24.4% |
| 3Y | +146.8% | +102.8% | +44.0% | +86.9% |
| 5Y | +285.0% | +192.8% | +92.2% | +163.1% |
| All | +285.0% | +190.5% | +94.5% | +163.1% |
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 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