+505.1%
WMB vs UMC
+259.6%
+245.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.4% | -1.1% |
| 7D | +0.6% | +5.0% | -4.4% | -0.8% |
| 30D | +3.3% | +7.7% | -4.4% | +1.0% |
| 3M | +3.1% | +1.7% | +1.5% | -0.1% |
| 6M | -0.7% | +113.9% | -114.6% | -23.3% |
| YTD | +25.2% | +168.9% | -143.7% | -10.8% |
| 1Y | +32.9% | +207.2% | -174.3% | -9.2% |
| 3Y | +140.6% | +227.7% | -87.1% | +56.9% |
| 5Y | +273.5% | +118.0% | +155.4% | +162.4% |
| 10Y | +334.2% | +1,682.1% | -1,347.9% | +39.8% |
| All | +505.1% | +259.6% | +245.4% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling