+5,376.0%
WMB vs MTB
+8,294.1%
-2,918.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.6% | +1.7% | -1.2% | -0.2% |
| 30D | +3.3% | -4.2% | +7.4% | +5.1% |
| 3M | +3.1% | +8.9% | -5.7% | -0.8% |
| 6M | -0.7% | +10.9% | -11.6% | -5.5% |
| YTD | +25.2% | +21.5% | +3.7% | +14.2% |
| 1Y | +32.9% | +21.9% | +10.9% | +20.8% |
| 3Y | +140.6% | +109.2% | +31.3% | +68.1% |
| 5Y | +273.5% | +102.0% | +171.5% | +152.7% |
| 10Y | +334.2% | +171.9% | +162.3% | +138.5% |
| All | +5,376.0% | +8,294.1% | -2,918.1% | +1,097.4% |
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