+298.4%
WMB vs NTRS
+259.9%
+38.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -1.0% | +1.4% | -2.4% | -1.7% |
| 30D | -0.4% | -0.7% | +0.2% | -0.2% |
| 3M | +3.2% | +11.3% | -8.1% | -1.8% |
| 6M | +0.1% | +35.5% | -35.5% | -13.2% |
| YTD | +23.9% | +40.6% | -16.7% | +5.0% |
| 1Y | +27.6% | +49.2% | -21.6% | +5.0% |
| 3Y | +141.9% | +167.2% | -25.3% | +46.5% |
| 5Y | +273.8% | +94.9% | +178.8% | +152.7% |
| All | +298.4% | +259.9% | +38.5% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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