+1,707.0%
WMB vs IRM
+9,964.6%
-8,257.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | +0.6% | -0.5% | +1.0% | +0.7% |
| 30D | +3.3% | -8.1% | +11.3% | +6.6% |
| 3M | +3.1% | -9.7% | +12.8% | +6.8% |
| 6M | -0.7% | +10.0% | -10.7% | -5.5% |
| YTD | +25.2% | +43.0% | -17.8% | +6.5% |
| 1Y | +32.9% | +32.7% | +0.2% | +15.7% |
| 3Y | +140.6% | +102.7% | +37.8% | +71.0% |
| 5Y | +273.5% | +187.6% | +85.9% | +123.9% |
| 10Y | +334.2% | +420.1% | -85.9% | +93.2% |
| All | +1,707.0% | +9,964.6% | -8,257.6% | +281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling