+126.8%
WMB vs SN
+673.1%
-546.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +1.6% | +3.5% | -1.9% | +1.4% |
| 30D | -7.1% | +19.4% | -26.5% | -8.2% |
| 3M | -4.0% | +20.9% | -24.9% | -5.2% |
| 6M | -5.7% | +111.1% | -116.8% | -10.8% |
| YTD | +17.2% | +102.8% | -85.6% | +11.0% |
| 1Y | +17.2% | +146.2% | -129.0% | +9.1% |
| 3Y | +121.1% | +441.4% | -320.4% | +97.7% |
| All | +126.8% | +673.1% | -546.3% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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