+308.0%
WMB vs MKC
+30.3%
+277.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | 0.0% | -4.3% | +4.3% | +0.8% |
| 30D | +4.6% | -3.1% | +7.7% | +5.2% |
| 3M | +5.7% | +6.8% | -1.1% | +4.2% |
| 6M | +4.2% | -18.3% | +22.5% | +7.8% |
| YTD | +26.8% | -23.1% | +49.9% | +32.4% |
| 1Y | +34.7% | -23.7% | +58.4% | +40.6% |
| 3Y | +146.8% | -31.0% | +177.8% | +160.7% |
| 5Y | +285.0% | -33.5% | +318.5% | +306.5% |
| All | +308.0% | +30.3% | +277.8% | +290.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling