+180.2%
WMB vs WM
+62.1%
+118.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.2% | -6.5% | -5.7% |
| 7D | -14.2% | +4.5% | -18.7% | -15.4% |
| 30D | -11.2% | +16.1% | -27.3% | -15.8% |
| 3M | -9.9% | +8.0% | -17.9% | -12.4% |
| 6M | -14.4% | +8.4% | -22.8% | -17.0% |
| YTD | +9.2% | +11.2% | -2.0% | +4.4% |
| 1Y | +15.1% | +22.3% | -7.3% | +6.0% |
| 3Y | +99.2% | +50.2% | +49.0% | +66.8% |
| 5Y | +180.2% | +63.3% | +117.0% | +121.9% |
| All | +180.2% | +62.1% | +118.2% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling