+4,857.6%
WMB vs SM
+1,608.3%
+3,249.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.8% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +3.3% | +26.3% | -23.0% | -3.5% |
| 3M | +3.1% | +8.7% | -5.5% | -0.4% |
| 6M | -0.7% | +51.7% | -52.4% | -13.7% |
| YTD | +25.2% | +99.0% | -73.9% | +0.1% |
| 1Y | +32.9% | +34.6% | -1.7% | +17.3% |
| 3Y | +140.6% | -7.8% | +148.3% | +123.6% |
| 5Y | +273.5% | +104.8% | +168.7% | +157.1% |
| 10Y | +334.2% | +7.2% | +327.0% | +94.5% |
| All | +4,857.6% | +1,608.3% | +3,249.3% | +1,175.3% |
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