+180.3%
WMB vs S
-67.4%
+247.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -13.8% | -13.4% | -0.4% | -13.2% |
| 30D | -10.3% | -14.0% | +3.7% | -9.7% |
| 3M | -10.1% | +4.9% | -14.9% | -10.4% |
| 6M | -11.8% | +42.0% | -53.9% | -13.6% |
| YTD | +8.9% | +45.1% | -36.2% | +6.4% |
| 1Y | +14.0% | +33.1% | -19.1% | +11.8% |
| 3Y | +100.5% | +40.6% | +59.9% | +93.9% |
| All | +180.3% | -67.4% | +247.7% | +186.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling