+259.9%
WMB vs SPY
+315.0%
-55.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +1.7% |
| 7D | -6.7% | +0.1% | -6.7% | -6.8% |
| 30D | -8.6% | -3.3% | -5.2% | -6.0% |
| 3M | -4.9% | -2.4% | -2.5% | -3.1% |
| 6M | -6.3% | +2.6% | -8.9% | -8.9% |
| YTD | +13.0% | +11.2% | +1.7% | +2.0% |
| 1Y | +14.9% | +13.4% | +1.5% | +1.9% |
| 3Y | +113.4% | +79.9% | +33.5% | +22.4% |
| 5Y | +190.2% | +72.2% | +118.0% | +70.7% |
| 10Y | +259.9% | +307.3% | -47.5% | -18.1% |
| All | +259.9% | +315.0% | -55.2% | -18.1% |
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