+295.4%
WMB vs NWSA
+148.8%
+146.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.8% |
| 7D | -1.7% | -4.8% | +3.1% | 0.0% |
| 30D | +0.7% | +3.0% | -2.3% | -0.4% |
| 3M | +1.5% | +9.3% | -7.8% | -2.0% |
| 6M | +0.1% | +23.2% | -23.1% | -7.8% |
| YTD | +22.9% | +13.3% | +9.6% | +16.1% |
| 1Y | +27.9% | +2.9% | +25.0% | +24.7% |
| 3Y | +139.1% | +43.3% | +95.8% | +102.9% |
| 5Y | +270.9% | +40.9% | +230.0% | +205.5% |
| All | +295.4% | +148.8% | +146.5% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NWSA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling