+302.1%
WMB vs Z
-7.0%
+309.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.4% | +8.7% | +3.0% |
| 7D | +0.8% | -3.3% | +4.1% | +1.1% |
| 30D | +7.7% | -3.7% | +11.4% | +7.9% |
| 3M | +6.7% | -7.0% | +13.7% | +7.0% |
| 6M | +3.6% | -29.5% | +33.2% | +7.2% |
| YTD | +28.0% | -52.6% | +80.6% | +38.5% |
| 1Y | +37.6% | -64.0% | +101.6% | +54.0% |
| 3Y | +149.0% | -36.4% | +185.5% | +151.1% |
| 5Y | +285.3% | -65.8% | +351.1% | +306.7% |
| 10Y | +302.1% | -5.8% | +307.9% | +197.1% |
| All | +302.1% | -7.0% | +309.0% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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