+259.9%
WMB vs W
+268.4%
-8.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +3.3% |
| 7D | -6.7% | +3.3% | -10.0% | -7.0% |
| 30D | -8.6% | +10.5% | -19.1% | -9.6% |
| 3M | -4.9% | +9.6% | -14.6% | -6.1% |
| 6M | -6.3% | +76.4% | -82.7% | -12.5% |
| YTD | +13.0% | +16.4% | -3.4% | +9.0% |
| 1Y | +14.9% | +9.3% | +5.6% | +11.4% |
| 3Y | +113.4% | +172.8% | -59.4% | +78.4% |
| 5Y | +190.2% | -53.4% | +243.5% | +175.2% |
| 10Y | +259.9% | +243.6% | +16.2% | +126.8% |
| All | +259.9% | +268.4% | -8.6% | +126.8% |
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