+281.4%
WMB vs WY
+5.0%
+276.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.2% |
| 7D | +7.8% | -0.8% | +8.6% | +8.1% |
| 30D | -5.1% | +10.1% | -15.2% | -9.4% |
| 3M | -4.7% | -15.4% | +10.7% | +1.0% |
| 6M | -7.4% | -8.3% | +0.9% | -5.7% |
| YTD | +17.5% | -9.8% | +27.3% | +19.5% |
| 1Y | +19.5% | -3.9% | +23.4% | +17.9% |
| 3Y | +121.3% | -23.3% | +144.6% | +133.8% |
| 5Y | +200.5% | -31.2% | +231.7% | +226.8% |
| All | +281.4% | +5.0% | +276.3% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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