+266.3%
WMB vs WM
+329.9%
-63.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -6.9% | +1.2% | -8.1% | -7.5% |
| 30D | -7.2% | +13.7% | -20.8% | -13.5% |
| 3M | -5.4% | +5.2% | -10.6% | -8.5% |
| 6M | -4.9% | +11.2% | -16.1% | -10.9% |
| YTD | +14.7% | +9.4% | +5.3% | +7.8% |
| 1Y | +14.7% | +20.4% | -5.7% | +2.2% |
| 3Y | +116.4% | +44.7% | +71.7% | +70.0% |
| 5Y | +198.5% | +58.5% | +140.1% | +118.5% |
| 10Y | +266.3% | +326.4% | -60.1% | +76.5% |
| All | +266.3% | +329.9% | -63.6% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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