+298.4%
WMB vs SNY
+64.5%
+233.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -1.0% | -3.3% | +2.3% | -0.3% |
| 30D | -0.4% | -2.2% | +1.7% | 0.0% |
| 3M | +3.2% | -3.0% | +6.3% | +3.7% |
| 6M | +0.1% | +2.7% | -2.7% | -1.1% |
| YTD | +23.9% | -6.8% | +30.7% | +25.2% |
| 1Y | +27.6% | -5.3% | +32.9% | +28.1% |
| 3Y | +141.9% | -9.8% | +151.7% | +139.8% |
| 5Y | +273.8% | +9.7% | +264.1% | +237.2% |
| All | +298.4% | +64.5% | +233.9% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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