+1,929.5%
WMB vs ITOT
+896.7%
+1,032.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | +3.3% | 0.0% | +3.2% | +3.1% |
| 3M | +3.1% | +2.0% | +1.2% | 0.0% |
| 6M | -0.7% | +13.0% | -13.8% | -15.5% |
| YTD | +25.2% | +14.0% | +11.2% | +5.1% |
| 1Y | +32.9% | +19.9% | +13.0% | +4.4% |
| 3Y | +140.6% | +75.8% | +64.7% | +14.2% |
| 5Y | +273.5% | +73.8% | +199.6% | +71.1% |
| 10Y | +334.2% | +295.9% | +38.3% | -37.9% |
| All | +1,929.5% | +896.7% | +1,032.8% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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