+313.2%
WMB vs IYR
+65.1%
+248.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.1% |
| 7D | 0.0% | -0.9% | +0.9% | +0.6% |
| 30D | +4.6% | -2.4% | +7.0% | +6.2% |
| 3M | +5.7% | -2.0% | +7.8% | +6.9% |
| 6M | +4.2% | +2.5% | +1.7% | +1.8% |
| YTD | +26.8% | +8.3% | +18.5% | +19.0% |
| 1Y | +34.7% | +6.5% | +28.2% | +27.8% |
| 3Y | +146.8% | +29.3% | +117.5% | +99.7% |
| 5Y | +285.0% | +5.7% | +279.3% | +256.8% |
| 10Y | +313.2% | +69.2% | +244.0% | +169.4% |
| All | +313.2% | +65.1% | +248.1% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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