+295.4%
WMB vs WY
+7.2%
+288.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.0% |
| 7D | -1.7% | -3.7% | +2.0% | -0.1% |
| 30D | +0.7% | -11.3% | +12.0% | +5.6% |
| 3M | +1.5% | -8.1% | +9.7% | +4.5% |
| 6M | +0.1% | -7.4% | +7.5% | +2.1% |
| YTD | +22.9% | -4.7% | +27.6% | +23.3% |
| 1Y | +27.9% | -9.2% | +37.1% | +30.4% |
| 3Y | +139.1% | -24.7% | +163.8% | +157.8% |
| 5Y | +270.9% | -21.6% | +292.5% | +282.4% |
| All | +295.4% | +7.2% | +288.1% | +222.7% |
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