+149.0%
WMB vs IVZ
+140.4%
+8.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +2.6% |
| 7D | +0.8% | +1.1% | -0.3% | +0.6% |
| 30D | +7.7% | +3.1% | +4.6% | +7.2% |
| 3M | +6.7% | +18.2% | -11.5% | +3.7% |
| 6M | +3.6% | +38.6% | -35.0% | -2.4% |
| YTD | +28.0% | +25.9% | +2.1% | +22.0% |
| 1Y | +37.6% | +51.7% | -14.1% | +25.7% |
| 3Y | +149.0% | +138.7% | +10.4% | +101.6% |
| All | +149.0% | +140.4% | +8.7% | +101.6% |
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