+265.4%
WMB vs SW
+185.4%
+80.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -5.2% |
| 7D | -14.2% | +4.7% | -18.9% | -14.5% |
| 30D | -11.2% | +5.0% | -16.2% | -11.6% |
| 3M | -9.9% | -7.3% | -2.5% | -9.5% |
| 6M | -14.4% | +15.0% | -29.3% | -15.6% |
| YTD | +9.2% | +18.5% | -9.3% | +7.0% |
| 1Y | +15.1% | +27.1% | -12.1% | +12.1% |
| 3Y | +99.2% | +49.3% | +49.9% | +89.8% |
| 5Y | +180.2% | -1.6% | +181.9% | +170.4% |
| All | +265.4% | +185.4% | +80.0% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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