+345.7%
WMB vs SITM
+3,319.5%
-2,973.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.1% |
| 7D | +7.8% | +6.6% | +1.2% | +7.0% |
| 30D | -5.1% | -15.3% | +10.2% | -3.8% |
| 3M | -4.7% | -35.4% | +30.7% | -1.2% |
| 6M | -7.4% | -46.8% | +39.4% | -3.1% |
| YTD | +17.5% | +25.9% | -8.4% | +9.9% |
| 1Y | +19.5% | +54.0% | -34.5% | +8.9% |
| 3Y | +121.3% | +315.6% | -194.3% | +68.3% |
| 5Y | +200.5% | +74.4% | +126.1% | +136.8% |
| All | +345.7% | +3,319.5% | -2,973.9% | +76.6% |
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