+366.3%
WMB vs SITM
+4,532.8%
-4,166.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.3% |
| 7D | -1.7% | +4.8% | -6.5% | -2.2% |
| 30D | +0.7% | -9.7% | +10.4% | +1.5% |
| 3M | +1.5% | -9.3% | +10.8% | +1.2% |
| 6M | +0.1% | +69.5% | -69.4% | -8.0% |
| YTD | +22.9% | +70.5% | -47.6% | +12.2% |
| 1Y | +27.9% | +145.3% | -117.4% | +10.7% |
| 3Y | +139.1% | +432.8% | -293.6% | +78.2% |
| 5Y | +270.9% | +174.0% | +96.9% | +176.1% |
| All | +366.3% | +4,532.8% | -4,166.5% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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