+298.4%
WMB vs NYT
+489.9%
-191.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -0.4% | +4.6% | -5.0% | -1.5% |
| 3M | +3.2% | -9.6% | +12.8% | +5.1% |
| 6M | +0.1% | -14.0% | +14.1% | +2.7% |
| YTD | +23.9% | -2.8% | +26.7% | +22.8% |
| 1Y | +27.6% | +15.6% | +12.0% | +20.5% |
| 3Y | +141.9% | +56.3% | +85.6% | +105.7% |
| 5Y | +273.8% | +39.5% | +234.3% | +219.9% |
| All | +298.4% | +489.9% | -191.5% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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