+264.5%
WMB vs M
-4.2%
+268.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.4% |
| 7D | -13.8% | -4.3% | -9.5% | -13.4% |
| 30D | -10.3% | +1.3% | -11.6% | -10.7% |
| 3M | -10.1% | -7.4% | -2.7% | -9.4% |
| 6M | -11.8% | +18.3% | -30.2% | -15.0% |
| YTD | +8.9% | +7.6% | +1.4% | +6.1% |
| 1Y | +14.0% | +17.4% | -3.4% | +9.2% |
| 3Y | +100.5% | +108.4% | -7.8% | +66.5% |
| 5Y | +179.5% | -10.6% | +190.1% | +156.6% |
| All | +264.5% | -4.2% | +268.6% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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