+266.3%
WMB vs ROST
+317.2%
-50.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -6.9% | +3.2% | -10.1% | -7.9% |
| 30D | -7.2% | +7.4% | -14.6% | -9.5% |
| 3M | -5.4% | -6.1% | +0.6% | -4.0% |
| 6M | -4.9% | +6.2% | -11.1% | -7.7% |
| YTD | +14.7% | +33.4% | -18.8% | +2.8% |
| 1Y | +14.7% | +48.8% | -34.1% | -1.0% |
| 3Y | +116.4% | +99.5% | +16.8% | +65.1% |
| 5Y | +198.5% | +112.7% | +85.9% | +115.3% |
| 10Y | +266.3% | +316.4% | -50.2% | +110.0% |
| All | +266.3% | +317.2% | -50.9% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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