+264.5%
WMB vs W
+238.4%
+26.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.1% |
| 7D | -13.8% | -3.6% | -10.2% | -13.6% |
| 30D | -10.3% | +7.0% | -17.3% | -11.1% |
| 3M | -10.1% | +7.4% | -17.4% | -11.0% |
| 6M | -11.8% | +69.3% | -81.1% | -17.4% |
| YTD | +8.9% | +11.3% | -2.3% | +5.6% |
| 1Y | +14.0% | +13.2% | +0.8% | +10.0% |
| 3Y | +100.5% | +142.0% | -41.5% | +69.6% |
| 5Y | +179.5% | -54.6% | +234.1% | +165.4% |
| All | +264.5% | +238.4% | +26.1% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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