+4,947.9%
WMB vs USB
+8,296.0%
-3,348.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.3% | -7.1% |
| 7D | -8.6% | +2.4% | -11.0% | -9.5% |
| 30D | -4.2% | +6.6% | -10.7% | -6.6% |
| 3M | -4.4% | -4.1% | -0.3% | -3.2% |
| 6M | -8.7% | +12.5% | -21.2% | -13.2% |
| YTD | +15.4% | +17.6% | -2.3% | +7.3% |
| 1Y | +23.7% | +36.5% | -12.8% | +8.6% |
| 3Y | +110.4% | +95.4% | +15.0% | +57.0% |
| 5Y | +198.9% | +26.1% | +172.8% | +155.2% |
| 10Y | +294.7% | +101.3% | +193.5% | +175.4% |
| All | +4,947.9% | +8,296.0% | -3,348.1% | +1,855.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling