+280.9%
WMB vs M
-5.1%
+286.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +1.6% | -3.3% | +4.9% | +2.1% |
| 30D | -7.1% | +8.1% | -15.2% | -8.4% |
| 3M | -4.0% | +2.2% | -6.2% | -4.7% |
| 6M | -5.7% | +35.1% | -40.8% | -10.9% |
| YTD | +17.2% | +15.8% | +1.4% | +12.9% |
| 1Y | +17.2% | +25.8% | -8.6% | +11.1% |
| 3Y | +121.1% | +156.2% | -35.2% | +77.1% |
| 5Y | +197.2% | -2.4% | +199.5% | +168.9% |
| 10Y | +280.9% | -7.1% | +288.0% | +141.2% |
| All | +280.9% | -5.1% | +286.0% | +141.2% |
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