+180.3%
WMB vs MTB
+63.3%
+117.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | 0.0% |
| 7D | -13.8% | -1.3% | -12.5% | -13.5% |
| 30D | -10.3% | +0.5% | -10.8% | -10.5% |
| 3M | -10.1% | -12.4% | +2.3% | -7.0% |
| 6M | -11.8% | +1.5% | -13.3% | -12.5% |
| YTD | +8.9% | +10.3% | -1.3% | +5.3% |
| 1Y | +14.0% | +22.2% | -8.2% | +7.0% |
| 3Y | +100.5% | +96.9% | +3.6% | +62.9% |
| All | +180.3% | +63.3% | +117.0% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling