+180.3%
WMB vs WWD
+170.1%
+10.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.0% |
| 7D | -13.8% | +4.2% | -18.0% | -14.5% |
| 30D | -10.3% | -2.1% | -8.2% | -10.0% |
| 3M | -10.1% | -13.2% | +3.1% | -7.6% |
| 6M | -11.8% | -16.9% | +5.0% | -9.2% |
| YTD | +8.9% | +5.2% | +3.7% | +5.1% |
| 1Y | +14.0% | +20.6% | -6.6% | +5.9% |
| 3Y | +100.5% | +146.3% | -45.8% | +50.6% |
| All | +180.3% | +170.1% | +10.2% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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