+295.4%
WMB vs PSX
+384.6%
-89.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.7% |
| 7D | -1.7% | +1.5% | -3.2% | -2.3% |
| 30D | +0.7% | +15.8% | -15.1% | -6.1% |
| 3M | +1.5% | +43.0% | -41.5% | -14.7% |
| 6M | +0.1% | +61.1% | -61.0% | -21.1% |
| YTD | +22.9% | +104.5% | -81.6% | -14.1% |
| 1Y | +27.9% | +102.5% | -74.7% | -10.7% |
| 3Y | +139.1% | +133.5% | +5.7% | +47.5% |
| 5Y | +270.9% | +367.0% | -96.0% | +47.8% |
| All | +295.4% | +384.6% | -89.3% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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