+281.4%
WMB vs WU
-38.9%
+320.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | +7.8% | -2.0% | +9.9% | +8.3% |
| 30D | -5.1% | +11.4% | -16.5% | -7.9% |
| 3M | -4.7% | -6.8% | +2.1% | -3.6% |
| 6M | -7.4% | -14.6% | +7.2% | -5.3% |
| YTD | +17.5% | -20.6% | +38.1% | +21.7% |
| 1Y | +19.5% | -15.4% | +34.8% | +21.2% |
| 3Y | +121.3% | -23.6% | +144.9% | +125.4% |
| 5Y | +200.5% | -43.4% | +243.9% | +232.8% |
| All | +281.4% | -38.9% | +320.3% | +318.7% |
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