+308.0%
WMB vs NWSA
+150.8%
+157.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | 0.0% | -3.1% | +3.1% | +1.0% |
| 30D | +4.6% | +4.3% | +0.3% | +3.0% |
| 3M | +5.7% | +9.2% | -3.5% | +2.1% |
| 6M | +4.2% | +21.6% | -17.4% | -3.6% |
| YTD | +26.8% | +14.2% | +12.6% | +19.5% |
| 1Y | +34.7% | +1.8% | +32.9% | +31.9% |
| 3Y | +146.8% | +44.4% | +102.4% | +108.9% |
| 5Y | +285.0% | +41.0% | +244.1% | +217.2% |
| All | +308.0% | +150.8% | +157.2% | +149.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling