+264.5%
WMB vs WM
+339.4%
-74.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.7% |
| 7D | -13.8% | +1.2% | -15.0% | -14.5% |
| 30D | -10.3% | +13.1% | -23.4% | -16.3% |
| 3M | -10.1% | +3.6% | -13.7% | -12.3% |
| 6M | -11.8% | +8.1% | -19.9% | -16.2% |
| YTD | +8.9% | +8.9% | 0.0% | +2.6% |
| 1Y | +14.0% | +20.3% | -6.4% | +1.5% |
| 3Y | +100.5% | +46.2% | +54.4% | +56.4% |
| 5Y | +179.5% | +59.9% | +119.6% | +103.0% |
| All | +264.5% | +339.4% | -74.9% | +72.6% |
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