+302.1%
WMB vs SPY
+311.3%
-9.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.7% |
| 7D | +0.8% | +0.5% | +0.2% | +0.3% |
| 30D | +7.7% | -0.9% | +8.7% | +8.5% |
| 3M | +6.7% | +3.9% | +2.8% | +2.9% |
| 6M | +3.6% | +14.5% | -10.9% | -8.6% |
| YTD | +28.0% | +12.9% | +15.1% | +14.1% |
| 1Y | +37.6% | +19.4% | +18.3% | +16.5% |
| 3Y | +149.0% | +78.5% | +70.6% | +43.7% |
| 5Y | +285.3% | +81.8% | +203.6% | +113.7% |
| 10Y | +302.1% | +311.5% | -9.5% | -11.6% |
| All | +302.1% | +311.3% | -9.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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