+302.1%
WMB vs SM
+12.3%
+289.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.4% | +1.5% |
| 7D | +0.8% | -0.2% | +0.9% | +0.8% |
| 30D | +7.7% | +31.5% | -23.8% | +1.7% |
| 3M | +6.7% | +17.3% | -10.6% | +2.6% |
| 6M | +3.6% | +48.5% | -44.9% | -5.8% |
| YTD | +28.0% | +106.3% | -78.3% | +8.2% |
| 1Y | +37.6% | +47.3% | -9.7% | +23.8% |
| 3Y | +149.0% | -1.4% | +150.5% | +134.5% |
| 5Y | +285.3% | +114.0% | +171.3% | +196.7% |
| 10Y | +302.1% | +12.5% | +289.6% | +119.0% |
| All | +302.1% | +12.3% | +289.7% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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