+298.4%
WMB vs UMC
+1,863.6%
-1,565.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | -1.0% | +9.0% | -10.0% | -2.1% |
| 30D | -0.4% | +17.2% | -17.7% | -2.5% |
| 3M | +3.2% | +11.4% | -8.2% | +0.7% |
| 6M | +0.1% | +137.5% | -137.4% | -13.0% |
| YTD | +23.9% | +193.1% | -169.2% | +3.4% |
| 1Y | +27.6% | +240.3% | -212.7% | +3.9% |
| 3Y | +141.9% | +262.2% | -120.3% | +92.1% |
| 5Y | +273.8% | +143.1% | +130.6% | +208.1% |
| All | +298.4% | +1,863.6% | -1,565.2% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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