+281.4%
WMB vs WAT
+222.4%
+58.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +7.8% | +0.6% | +7.2% | +7.7% |
| 30D | -5.1% | +5.4% | -10.5% | -6.3% |
| 3M | -4.7% | +11.3% | -16.0% | -7.4% |
| 6M | -7.4% | +37.4% | -44.8% | -14.9% |
| YTD | +17.5% | +21.2% | -3.7% | +10.3% |
| 1Y | +19.5% | +21.3% | -1.9% | +12.0% |
| 3Y | +121.3% | +83.4% | +37.9% | +70.9% |
| 5Y | +200.5% | +29.0% | +171.5% | +158.4% |
| All | +281.4% | +222.4% | +58.9% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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