+280.9%
WMB vs WU
-37.2%
+318.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.8% |
| 7D | +1.6% | +2.1% | -0.6% | +0.9% |
| 30D | -7.1% | +10.1% | -17.2% | -9.6% |
| 3M | -4.0% | -1.1% | -2.8% | -4.3% |
| 6M | -5.7% | -19.8% | +14.1% | -1.9% |
| YTD | +17.2% | -20.8% | +37.9% | +21.4% |
| 1Y | +17.2% | -15.1% | +32.3% | +18.7% |
| 3Y | +121.1% | -23.2% | +144.3% | +124.7% |
| 5Y | +197.2% | -42.6% | +239.8% | +227.1% |
| 10Y | +280.9% | -38.9% | +319.8% | +317.0% |
| All | +280.9% | -37.2% | +318.1% | +317.0% |
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