+285.3%
WMB vs IYR
+5.6%
+279.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +0.8% | -0.4% | +1.2% | +1.0% |
| 30D | +7.7% | -2.5% | +10.2% | +9.0% |
| 3M | +6.7% | +1.5% | +5.2% | +5.6% |
| 6M | +3.6% | +3.9% | -0.2% | +1.2% |
| YTD | +28.0% | +9.5% | +18.5% | +21.4% |
| 1Y | +37.6% | +7.5% | +30.2% | +31.8% |
| 3Y | +149.0% | +30.8% | +118.2% | +112.6% |
| 5Y | +285.3% | +4.8% | +280.5% | +263.5% |
| All | +285.3% | +5.6% | +279.7% | +263.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling