+280.9%
WMB vs MTB
+119.7%
+161.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +1.6% | -2.0% | +3.5% | +2.4% |
| 30D | -7.1% | +0.1% | -7.2% | -7.2% |
| 3M | -4.0% | -12.1% | +8.1% | +0.6% |
| 6M | -5.7% | +7.3% | -13.0% | -8.7% |
| YTD | +17.2% | +11.5% | +5.6% | +11.3% |
| 1Y | +17.2% | +21.3% | -4.1% | +7.7% |
| 3Y | +121.1% | +104.1% | +16.9% | +61.2% |
| 5Y | +197.2% | +61.8% | +135.4% | +127.8% |
| 10Y | +280.9% | +115.4% | +165.5% | +137.2% |
| All | +280.9% | +119.7% | +161.2% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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