+266.3%
WMB vs M
-3.0%
+269.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -6.9% | +5.0% | -11.9% | -7.7% |
| 30D | -7.2% | +10.6% | -17.8% | -8.8% |
| 3M | -5.4% | +1.6% | -7.0% | -6.1% |
| 6M | -4.9% | +30.8% | -35.7% | -9.6% |
| YTD | +14.7% | +16.9% | -2.2% | +10.3% |
| 1Y | +14.7% | +26.3% | -11.6% | +8.7% |
| 3Y | +116.4% | +158.6% | -42.2% | +73.2% |
| 5Y | +198.5% | +2.1% | +196.5% | +167.8% |
| 10Y | +266.3% | -4.3% | +270.6% | +129.6% |
| All | +266.3% | -3.0% | +269.3% | +129.6% |
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