+322.9%
WMB vs WM
+306.5%
+16.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.8% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +3.3% | -2.4% | +5.6% | +4.4% |
| 3M | +3.1% | +0.4% | +2.7% | +2.4% |
| 6M | -0.7% | -9.5% | +8.8% | +3.9% |
| YTD | +25.2% | +0.5% | +24.7% | +23.5% |
| 1Y | +32.9% | -1.1% | +34.0% | +31.8% |
| 3Y | +140.6% | +46.0% | +94.5% | +87.1% |
| 5Y | +273.5% | +51.8% | +221.6% | +178.1% |
| All | +322.9% | +306.5% | +16.4% | +83.8% |
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