+322.9%
WMB vs USB
+107.5%
+215.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.6% | +1.4% | -0.9% | -0.1% |
| 30D | +3.3% | -1.3% | +4.6% | +3.8% |
| 3M | +3.1% | +15.2% | -12.1% | -3.5% |
| 6M | -0.7% | +18.8% | -19.5% | -8.7% |
| YTD | +25.2% | +21.0% | +4.1% | +13.5% |
| 1Y | +32.9% | +34.0% | -1.2% | +14.6% |
| 3Y | +140.6% | +95.3% | +45.2% | +65.9% |
| 5Y | +273.5% | +40.4% | +233.1% | +194.2% |
| All | +322.9% | +107.5% | +215.4% | +125.5% |
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