+5,376.0%
WMB vs WM
+26,336.4%
-20,960.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.5% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +3.3% | -2.4% | +5.6% | +3.9% |
| 3M | +3.1% | +0.4% | +2.7% | +2.8% |
| 6M | -0.7% | -9.5% | +8.8% | +1.8% |
| YTD | +25.2% | +0.5% | +24.7% | +24.5% |
| 1Y | +32.9% | -1.1% | +34.0% | +32.5% |
| 3Y | +140.6% | +46.0% | +94.5% | +114.0% |
| 5Y | +273.5% | +51.8% | +221.6% | +227.4% |
| 10Y | +334.2% | +307.5% | +26.7% | +194.3% |
| All | +5,376.0% | +26,336.4% | -20,960.4% | +2,739.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling