+266.3%
WMB vs UL
+106.3%
+160.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -6.9% | +2.6% | -9.5% | -7.6% |
| 30D | -7.2% | +6.8% | -13.9% | -9.0% |
| 3M | -5.4% | +5.7% | -11.2% | -7.1% |
| 6M | -4.9% | +15.9% | -20.8% | -9.2% |
| YTD | +14.7% | +4.3% | +10.4% | +12.3% |
| 1Y | +14.7% | -0.4% | +15.1% | +13.8% |
| 3Y | +116.4% | +35.0% | +81.4% | +92.6% |
| 5Y | +198.5% | +31.6% | +166.9% | +163.3% |
| 10Y | +266.3% | +104.6% | +161.6% | +186.3% |
| All | +266.3% | +106.3% | +160.0% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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