+283.3%
WMB vs WCC
+440.3%
-157.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +8.1% | +14.2% | -6.1% | +3.9% |
| 30D | -6.9% | -9.8% | +3.0% | -4.3% |
| 3M | -5.1% | -10.1% | +5.0% | -2.8% |
| 6M | -5.7% | -9.4% | +3.7% | -4.5% |
| YTD | +18.1% | +34.4% | -16.3% | +4.9% |
| 1Y | +18.4% | +23.3% | -4.9% | +7.8% |
| 3Y | +122.7% | +137.9% | -15.2% | +53.1% |
| 5Y | +202.0% | +144.0% | +58.1% | +90.6% |
| All | +283.3% | +440.3% | -157.0% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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