+205.7%
WMB vs S
-52.7%
+258.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -13.8% | -13.4% | -0.4% | -13.3% |
| 30D | -10.3% | -14.0% | +3.7% | -9.8% |
| 3M | -10.1% | +4.9% | -14.9% | -10.4% |
| 6M | -11.8% | +42.0% | -53.9% | -13.4% |
| YTD | +8.9% | +45.1% | -36.2% | +6.8% |
| 1Y | +14.0% | +33.1% | -19.1% | +12.1% |
| 3Y | +100.5% | +40.6% | +59.9% | +95.0% |
| 5Y | +179.5% | -67.5% | +247.0% | +173.8% |
| All | +205.7% | -52.7% | +258.4% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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