+4,529.3%
WMB vs M
+425.5%
+4,103.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.9% | +0.6% | -4.0% |
| 7D | -14.2% | -2.1% | -12.1% | -13.9% |
| 30D | -11.2% | +7.7% | -18.9% | -13.1% |
| 3M | -9.9% | -4.4% | -5.5% | -9.6% |
| 6M | -14.4% | +27.5% | -41.9% | -20.3% |
| YTD | +9.2% | +12.8% | -3.5% | +3.7% |
| 1Y | +15.1% | +20.7% | -5.7% | +7.2% |
| 3Y | +99.2% | +111.3% | -12.1% | +51.1% |
| 5Y | +180.2% | -6.3% | +186.6% | +140.0% |
| 10Y | +273.7% | +1.5% | +272.3% | +152.6% |
| All | +4,529.3% | +425.5% | +4,103.8% | +1,695.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling