+200.8%
WMB vs SITM
+73.6%
+127.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | -0.1% |
| 7D | +7.8% | +6.6% | +1.2% | +7.2% |
| 30D | -5.1% | -15.3% | +10.2% | -4.1% |
| 3M | -4.7% | -35.4% | +30.7% | -2.1% |
| 6M | -7.4% | -46.8% | +39.4% | -4.2% |
| YTD | +17.5% | +25.9% | -8.4% | +11.6% |
| 1Y | +19.5% | +54.0% | -34.5% | +11.3% |
| 3Y | +121.3% | +315.6% | -194.3% | +80.6% |
| All | +200.8% | +73.6% | +127.2% | +147.7% |
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