+295.4%
WMB vs MKC
+29.3%
+266.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -1.7% | -2.8% | +1.2% | -1.1% |
| 30D | +0.7% | -3.4% | +4.1% | +1.3% |
| 3M | +1.5% | +3.8% | -2.3% | +0.6% |
| 6M | +0.1% | -17.9% | +18.0% | +3.4% |
| YTD | +22.9% | -23.6% | +46.5% | +28.5% |
| 1Y | +27.9% | -23.1% | +50.9% | +33.3% |
| 3Y | +139.1% | -31.5% | +170.7% | +153.0% |
| 5Y | +270.9% | -33.1% | +304.0% | +290.9% |
| All | +295.4% | +29.3% | +266.1% | +279.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MKC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling