+259.9%
WMB vs STT
+211.9%
+48.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +2.3% |
| 7D | -6.7% | +0.9% | -7.6% | -7.0% |
| 30D | -8.6% | -2.3% | -6.2% | -7.7% |
| 3M | -4.9% | -7.0% | +2.1% | -2.1% |
| 6M | -6.3% | +15.5% | -21.8% | -12.4% |
| YTD | +13.0% | +35.6% | -22.6% | -2.6% |
| 1Y | +14.9% | +47.9% | -32.9% | -4.8% |
| 3Y | +113.4% | +181.1% | -67.7% | +28.7% |
| 5Y | +190.2% | +108.2% | +82.0% | +91.3% |
| 10Y | +259.9% | +201.0% | +58.9% | +74.5% |
| All | +259.9% | +211.9% | +48.0% | +74.5% |
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