+100.5%
WMB vs STT
+165.4%
-64.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -13.8% | -2.5% | -11.3% | -13.3% |
| 30D | -10.3% | -5.0% | -5.4% | -9.2% |
| 3M | -10.1% | -10.5% | +0.4% | -7.6% |
| 6M | -11.8% | +10.0% | -21.9% | -14.0% |
| YTD | +8.9% | +30.7% | -21.7% | +0.8% |
| 1Y | +14.0% | +43.8% | -29.8% | +2.1% |
| 3Y | +100.5% | +168.1% | -67.6% | +40.9% |
| All | +100.5% | +165.4% | -64.8% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling