+142.3%
WMB vs M
+117.7%
+24.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | 0.0% |
| 7D | +0.6% | +4.7% | -4.2% | +0.4% |
| 30D | +3.3% | -9.6% | +12.9% | +3.7% |
| 3M | +3.1% | +0.9% | +2.3% | +3.0% |
| 6M | -0.7% | +22.3% | -23.0% | -2.0% |
| YTD | +25.2% | +6.5% | +18.6% | +24.5% |
| 1Y | +32.9% | +38.8% | -5.9% | +29.6% |
| All | +142.3% | +117.7% | +24.6% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling