+100.5%
WMB vs IVZ
+122.1%
-21.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -13.8% | -2.4% | -11.4% | -13.5% |
| 30D | -10.3% | -11.2% | +0.9% | -8.8% |
| 3M | -10.1% | -14.0% | +3.9% | -8.2% |
| 6M | -11.8% | +0.5% | -12.3% | -12.4% |
| YTD | +8.9% | +5.4% | +3.5% | +6.6% |
| 1Y | +14.0% | +19.5% | -5.5% | +8.4% |
| 3Y | +100.5% | +128.7% | -28.2% | +59.1% |
| All | +100.5% | +122.1% | -21.6% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling