+200.8%
WMB vs SM
+5.5%
+195.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +7.8% | +9.4% | -1.6% | +5.7% |
| 30D | -5.1% | -14.4% | +9.3% | -2.1% |
| 3M | -4.7% | +1.6% | -6.3% | -5.6% |
| 6M | -7.4% | +6.3% | -13.8% | -9.9% |
| YTD | +17.5% | +78.8% | -61.3% | +0.4% |
| 1Y | +19.5% | +83.1% | -63.7% | +1.3% |
| 3Y | +121.3% | -5.9% | +127.2% | +110.4% |
| All | +200.8% | +5.5% | +195.3% | +168.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling