+5,026.7%
WMB vs MTB
+7,606.4%
-2,579.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +1.6% | -2.0% | +3.5% | +2.5% |
| 30D | -7.1% | +0.1% | -7.2% | -7.3% |
| 3M | -4.0% | -12.1% | +8.1% | +1.1% |
| 6M | -5.7% | +7.3% | -13.0% | -9.0% |
| YTD | +17.2% | +11.5% | +5.6% | +10.6% |
| 1Y | +17.2% | +21.3% | -4.1% | +6.6% |
| 3Y | +121.1% | +104.1% | +16.9% | +56.3% |
| 5Y | +197.2% | +61.8% | +135.4% | +121.9% |
| 10Y | +280.9% | +115.4% | +165.5% | +131.5% |
| All | +5,026.7% | +7,606.4% | -2,579.6% | +1,059.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling