+316.9%
WMB vs WU
-40.4%
+357.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.9% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | +7.7% | -1.1% | +8.8% | +7.9% |
| 3M | +6.7% | -1.8% | +8.5% | +5.7% |
| 6M | +3.6% | -23.9% | +27.6% | +9.7% |
| YTD | +28.0% | -20.4% | +48.4% | +33.1% |
| 1Y | +37.6% | -10.6% | +48.2% | +37.1% |
| 3Y | +149.0% | -27.7% | +176.8% | +159.3% |
| 5Y | +285.3% | -51.1% | +336.4% | +356.0% |
| All | +316.9% | -40.4% | +357.3% | +359.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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