+294.7%
WMB vs SW
+189.7%
+105.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.1% | -10.4% | -6.6% |
| 7D | -8.6% | +12.1% | -20.7% | -9.4% |
| 30D | -4.2% | +6.6% | -10.7% | -4.6% |
| 3M | -4.4% | -6.0% | +1.6% | -4.1% |
| 6M | -8.7% | +21.5% | -30.2% | -10.4% |
| YTD | +15.4% | +20.3% | -5.0% | +12.9% |
| 1Y | +23.7% | +28.1% | -4.4% | +20.4% |
| 3Y | +110.4% | +51.6% | +58.8% | +100.3% |
| 5Y | +198.9% | -0.1% | +199.1% | +188.1% |
| 10Y | +294.7% | +189.7% | +105.0% | +258.6% |
| All | +294.7% | +189.7% | +105.0% | +258.6% |
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