+281.4%
WMB vs USFR
+28.6%
+252.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +7.8% | +0.1% | +7.8% | +7.8% |
| 30D | -5.1% | +0.4% | -5.5% | -5.4% |
| 3M | -4.7% | +1.1% | -5.8% | -5.5% |
| 6M | -7.4% | +2.0% | -9.4% | -8.9% |
| YTD | +17.5% | +3.5% | +14.0% | +14.4% |
| 1Y | +19.5% | +4.1% | +15.4% | +15.8% |
| 3Y | +121.3% | +14.4% | +106.9% | +104.2% |
| 5Y | +200.5% | +21.4% | +179.1% | +167.9% |
| All | +281.4% | +28.6% | +252.8% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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