+313.2%
WMB vs ROST
+299.2%
+14.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | 0.0% | -2.2% | +2.2% | +0.7% |
| 30D | +4.6% | -11.4% | +16.0% | +8.5% |
| 3M | +5.7% | -1.6% | +7.4% | +5.8% |
| 6M | +4.2% | +6.8% | -2.6% | +1.0% |
| YTD | +26.8% | +25.8% | +1.0% | +16.2% |
| 1Y | +34.7% | +52.4% | -17.7% | +15.4% |
| 3Y | +146.8% | +94.4% | +52.4% | +90.0% |
| 5Y | +285.0% | +108.2% | +176.8% | +178.5% |
| 10Y | +313.2% | +308.5% | +4.7% | +128.7% |
| All | +313.2% | +299.2% | +14.0% | +128.7% |
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