+280.9%
WMB vs IYR
+88.9%
+192.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +1.6% | -1.2% | +2.8% | +2.5% |
| 30D | -7.1% | +6.1% | -13.2% | -11.1% |
| 3M | -4.0% | +0.9% | -4.9% | -5.0% |
| 6M | -5.7% | +1.2% | -6.9% | -7.2% |
| YTD | +17.2% | +11.1% | +6.1% | +7.6% |
| 1Y | +17.2% | +9.0% | +8.2% | +9.1% |
| 3Y | +121.1% | +41.4% | +79.6% | +66.9% |
| 5Y | +197.2% | +6.7% | +190.5% | +173.5% |
| 10Y | +280.9% | +87.7% | +193.2% | +132.6% |
| All | +280.9% | +88.9% | +192.0% | +132.6% |
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