+100.5%
WMB vs SPY
+75.1%
+25.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -13.8% | -2.7% | -11.1% | -12.7% |
| 30D | -10.3% | -5.4% | -4.9% | -8.0% |
| 3M | -10.1% | -4.1% | -6.0% | -8.3% |
| 6M | -11.8% | +0.7% | -12.6% | -12.4% |
| YTD | +8.9% | +8.7% | +0.3% | +3.7% |
| 1Y | +14.0% | +10.9% | +3.1% | +7.2% |
| 3Y | +100.5% | +75.0% | +25.5% | +50.5% |
| All | +100.5% | +75.1% | +25.4% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling