+100.5%
WMB vs WCC
+110.7%
-10.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.6% |
| 7D | -13.8% | -14.7% | +0.9% | -11.6% |
| 30D | -10.3% | -20.1% | +9.7% | -7.3% |
| 3M | -10.1% | -21.2% | +11.1% | -7.0% |
| 6M | -11.8% | -19.2% | +7.3% | -9.4% |
| YTD | +8.9% | +20.2% | -11.3% | +4.8% |
| 1Y | +14.0% | +14.5% | -0.5% | +10.3% |
| 3Y | +100.5% | +115.1% | -14.6% | +65.1% |
| All | +100.5% | +110.7% | -10.1% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling