+264.5%
WMB vs USB
+92.8%
+171.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -13.8% | 0.0% | -13.8% | -13.9% |
| 30D | -10.3% | +5.8% | -16.2% | -12.7% |
| 3M | -10.1% | -6.0% | -4.1% | -7.8% |
| 6M | -11.8% | +7.8% | -19.6% | -15.4% |
| YTD | +8.9% | +14.6% | -5.6% | +1.0% |
| 1Y | +14.0% | +31.8% | -17.8% | -1.1% |
| 3Y | +100.5% | +91.5% | +9.0% | +39.9% |
| 5Y | +179.5% | +22.0% | +157.5% | +137.6% |
| All | +264.5% | +92.8% | +171.6% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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