+217.0%
WMB vs S
-48.9%
+265.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.0% | -4.3% | +3.3% |
| 7D | -6.7% | +1.6% | -8.2% | -6.7% |
| 30D | -8.6% | -10.5% | +1.9% | -8.2% |
| 3M | -4.9% | +9.9% | -14.8% | -5.4% |
| 6M | -6.3% | +41.8% | -48.1% | -7.9% |
| YTD | +13.0% | +56.8% | -43.8% | +10.3% |
| 1Y | +14.9% | +39.0% | -24.1% | +12.8% |
| 3Y | +113.4% | +53.8% | +59.5% | +106.7% |
| 5Y | +190.2% | -68.6% | +258.7% | +182.4% |
| All | +217.0% | -48.9% | +265.9% | +209.2% |
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