+264.5%
WMB vs SM
+8.2%
+256.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.5% |
| 7D | -13.8% | -25.9% | +12.1% | -8.5% |
| 30D | -10.3% | -15.1% | +4.8% | -7.4% |
| 3M | -10.1% | +4.9% | -14.9% | -11.4% |
| 6M | -11.8% | +6.1% | -18.0% | -14.0% |
| YTD | +8.9% | +63.4% | -54.5% | -3.9% |
| 1Y | +14.0% | +72.5% | -58.5% | -0.8% |
| 3Y | +100.5% | -16.9% | +117.4% | +95.0% |
| 5Y | +179.5% | -10.6% | +190.2% | +156.5% |
| All | +264.5% | +8.2% | +256.3% | +102.7% |
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