+200.8%
WMB vs STT
+104.1%
+96.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +7.8% | +4.8% | +3.1% | +6.5% |
| 30D | -5.1% | +3.9% | -9.0% | -6.0% |
| 3M | -4.7% | -8.2% | +3.4% | -2.7% |
| 6M | -7.4% | +15.6% | -23.0% | -11.1% |
| YTD | +17.5% | +37.6% | -20.2% | +7.0% |
| 1Y | +19.5% | +50.1% | -30.6% | +6.0% |
| 3Y | +121.3% | +183.1% | -61.8% | +61.7% |
| All | +200.8% | +104.1% | +96.7% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling