+302.1%
WMB vs O
+50.0%
+252.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.5% |
| 7D | +0.8% | -0.6% | +1.4% | +1.1% |
| 30D | +7.7% | -2.0% | +9.7% | +8.8% |
| 3M | +6.7% | +3.0% | +3.7% | +4.7% |
| 6M | +3.6% | -3.6% | +7.3% | +5.3% |
| YTD | +28.0% | +12.1% | +15.9% | +19.6% |
| 1Y | +37.6% | +8.9% | +28.7% | +30.6% |
| 3Y | +149.0% | +30.3% | +118.7% | +109.5% |
| 5Y | +285.3% | +13.7% | +271.6% | +245.7% |
| 10Y | +302.1% | +50.3% | +251.8% | +208.3% |
| All | +302.1% | +50.0% | +252.0% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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