+285.3%
WMB vs SITM
+168.3%
+117.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.4% |
| 7D | +0.8% | +8.4% | -7.6% | +0.2% |
| 30D | +7.7% | -17.4% | +25.1% | +9.1% |
| 3M | +6.7% | -9.8% | +16.5% | +6.6% |
| 6M | +3.6% | +83.0% | -79.3% | -3.3% |
| YTD | +28.0% | +69.6% | -41.6% | +19.7% |
| 1Y | +37.6% | +144.9% | -107.3% | +23.7% |
| 3Y | +149.0% | +429.9% | -280.8% | +102.1% |
| 5Y | +285.3% | +169.2% | +116.1% | +220.0% |
| All | +285.3% | +168.3% | +117.1% | +220.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling