+302.1%
WMB vs MAR
+411.9%
-109.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +3.1% |
| 7D | +0.8% | -1.7% | +2.5% | +1.4% |
| 30D | +7.7% | -6.9% | +14.6% | +10.5% |
| 3M | +6.7% | -15.8% | +22.5% | +13.1% |
| 6M | +3.6% | +1.9% | +1.7% | +1.7% |
| YTD | +28.0% | +6.6% | +21.4% | +22.9% |
| 1Y | +37.6% | +23.7% | +13.9% | +24.0% |
| 3Y | +149.0% | +64.6% | +84.4% | +95.7% |
| 5Y | +285.3% | +156.4% | +129.0% | +139.4% |
| 10Y | +302.1% | +415.4% | -113.3% | +76.3% |
| All | +302.1% | +411.9% | -109.8% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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