+2,559.2%
WMB vs IT
+6,259.0%
-3,699.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -6.7% | -18.8% | +12.1% | -2.5% |
| 30D | -8.6% | -0.1% | -8.5% | -9.3% |
| 3M | -4.9% | +2.9% | -7.8% | -7.0% |
| 6M | -6.3% | +20.4% | -26.7% | -13.4% |
| YTD | +13.0% | -24.3% | +37.3% | +14.6% |
| 1Y | +14.9% | -17.2% | +32.1% | +13.9% |
| 3Y | +113.4% | -52.4% | +165.8% | +136.0% |
| 5Y | +190.2% | -43.7% | +233.9% | +201.4% |
| 10Y | +259.9% | +90.3% | +169.6% | +168.9% |
| All | +2,559.2% | +6,259.0% | -3,699.8% | +959.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling