+5,204.1%
WMB vs M
+396.5%
+4,807.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | -0.5% |
| 7D | +0.6% | +4.7% | -4.2% | -0.5% |
| 30D | +3.3% | -9.6% | +12.9% | +5.6% |
| 3M | +3.1% | +0.9% | +2.3% | +2.3% |
| 6M | -0.7% | +22.3% | -23.0% | -6.4% |
| YTD | +25.2% | +6.5% | +18.6% | +21.1% |
| 1Y | +32.9% | +38.8% | -5.9% | +20.1% |
| 3Y | +140.6% | +115.9% | +24.7% | +81.9% |
| 5Y | +273.5% | +28.6% | +244.8% | +191.7% |
| 10Y | +334.2% | -2.5% | +336.7% | +197.3% |
| All | +5,204.1% | +396.5% | +4,807.6% | +1,996.3% |
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