+231.3%
WMB vs S
-51.5%
+282.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.3% | +7.0% | +1.0% |
| 7D | +8.1% | +4.1% | +4.0% | +7.9% |
| 30D | -6.9% | -7.2% | +0.3% | -6.6% |
| 3M | -5.1% | 0.0% | -5.1% | -5.2% |
| 6M | -5.7% | +41.6% | -47.3% | -7.3% |
| YTD | +18.1% | +48.6% | -30.5% | +15.6% |
| 1Y | +18.4% | +30.0% | -11.6% | +16.6% |
| 3Y | +122.7% | +42.2% | +80.6% | +116.5% |
| 5Y | +202.0% | -70.8% | +272.8% | +194.6% |
| All | +231.3% | -51.5% | +282.9% | +223.9% |
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