+313.2%
WMB vs MTB
+172.8%
+140.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | +4.6% | -4.6% | +9.2% | +6.4% |
| 3M | +5.7% | +6.3% | -0.5% | +3.1% |
| 6M | +4.2% | +15.6% | -11.4% | -1.9% |
| YTD | +26.8% | +20.6% | +6.3% | +17.2% |
| 1Y | +34.7% | +22.5% | +12.1% | +23.4% |
| 3Y | +146.8% | +114.4% | +32.4% | +76.5% |
| 5Y | +285.0% | +101.9% | +183.1% | +167.9% |
| 10Y | +313.2% | +170.4% | +142.8% | +123.5% |
| All | +313.2% | +172.8% | +140.3% | +123.5% |
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