+281.4%
WMB vs IT
+90.0%
+191.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +7.8% | +1.1% | +6.7% | +7.6% |
| 30D | -5.1% | -1.8% | -3.2% | -5.5% |
| 3M | -4.7% | +4.8% | -9.5% | -7.2% |
| 6M | -7.4% | +33.0% | -40.4% | -16.6% |
| YTD | +17.5% | -23.8% | +41.3% | +21.5% |
| 1Y | +19.5% | -16.5% | +36.0% | +19.9% |
| 3Y | +121.3% | -53.6% | +174.9% | +159.7% |
| 5Y | +200.5% | -42.1% | +242.6% | +214.6% |
| All | +281.4% | +90.0% | +191.4% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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