+4,375.1%
WMB vs SM
+1,264.2%
+3,110.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +4.5% |
| 7D | -6.7% | -22.3% | +15.6% | -0.1% |
| 30D | -8.6% | -21.4% | +12.8% | -2.5% |
| 3M | -4.9% | +1.4% | -6.3% | -6.2% |
| 6M | -6.3% | +0.1% | -6.4% | -8.2% |
| YTD | +13.0% | +59.0% | -46.0% | -4.4% |
| 1Y | +14.9% | +64.3% | -49.4% | -4.0% |
| 3Y | +113.4% | -13.1% | +126.5% | +100.9% |
| 5Y | +190.2% | -13.9% | +204.0% | +155.8% |
| 10Y | +259.9% | +1.7% | +258.2% | +62.6% |
| All | +4,375.1% | +1,264.2% | +3,110.8% | +1,117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling