+121.3%
WMB vs W
+161.9%
-40.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +7.8% | +0.2% | +7.7% | +7.8% |
| 30D | -5.1% | +6.8% | -11.9% | -5.3% |
| 3M | -4.7% | +10.7% | -15.4% | -5.1% |
| 6M | -7.4% | +86.3% | -93.7% | -10.1% |
| YTD | +17.5% | +11.5% | +6.0% | +16.8% |
| 1Y | +19.5% | +5.1% | +14.4% | +19.1% |
| 3Y | +121.3% | +171.0% | -49.7% | +94.3% |
| All | +121.3% | +161.9% | -40.6% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling