+280.9%
WMB vs STT
+203.9%
+77.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.5% |
| 7D | +1.6% | +0.4% | +1.1% | +1.4% |
| 30D | -7.1% | -0.4% | -6.6% | -6.9% |
| 3M | -4.0% | -6.5% | +2.5% | -1.4% |
| 6M | -5.7% | +17.2% | -22.9% | -12.4% |
| YTD | +17.2% | +38.2% | -21.0% | +0.2% |
| 1Y | +17.2% | +49.3% | -32.1% | -3.3% |
| 3Y | +121.1% | +181.9% | -60.9% | +33.2% |
| 5Y | +197.2% | +106.9% | +90.3% | +97.0% |
| 10Y | +280.9% | +203.1% | +77.8% | +82.8% |
| All | +280.9% | +203.9% | +77.0% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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