+302.1%
WMB vs W
+146.2%
+155.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.2% |
| 7D | +0.8% | +6.5% | -5.7% | +0.2% |
| 30D | +7.7% | -6.2% | +13.9% | +8.3% |
| 3M | +6.7% | +48.9% | -42.2% | +1.7% |
| 6M | +3.6% | +31.2% | -27.6% | -0.6% |
| YTD | +28.0% | -0.4% | +28.4% | +25.6% |
| 1Y | +37.6% | +14.8% | +22.8% | +32.3% |
| 3Y | +149.0% | +40.5% | +108.5% | +122.7% |
| 5Y | +285.3% | -62.1% | +347.4% | +273.6% |
| 10Y | +302.1% | +141.5% | +160.5% | +147.7% |
| All | +302.1% | +146.2% | +155.8% | +147.7% |
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