+5,376.0%
WMB vs SO
+5,976.4%
-600.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.5% |
| 7D | +0.6% | -0.2% | +0.7% | +0.6% |
| 30D | +3.3% | -4.6% | +7.8% | +5.4% |
| 3M | +3.1% | -3.0% | +6.2% | +4.5% |
| 6M | -0.7% | -8.3% | +7.5% | +3.1% |
| YTD | +25.2% | +3.5% | +21.6% | +22.9% |
| 1Y | +32.9% | -0.9% | +33.8% | +32.9% |
| 3Y | +140.6% | +45.4% | +95.2% | +99.2% |
| 5Y | +273.5% | +59.6% | +213.8% | +193.4% |
| 10Y | +334.2% | +156.6% | +177.6% | +157.5% |
| All | +5,376.0% | +5,976.4% | -600.3% | +763.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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