+259.9%
WMB vs Z
-11.7%
+271.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +3.3% |
| 7D | -6.7% | -5.2% | -1.5% | -6.2% |
| 30D | -8.6% | +5.7% | -14.3% | -9.6% |
| 3M | -4.9% | -8.7% | +3.8% | -4.7% |
| 6M | -6.3% | -26.0% | +19.7% | -4.0% |
| YTD | +13.0% | -55.0% | +68.0% | +22.3% |
| 1Y | +14.9% | -58.0% | +72.9% | +25.3% |
| 3Y | +113.4% | -15.2% | +128.6% | +105.5% |
| 5Y | +190.2% | -53.8% | +244.0% | +193.0% |
| 10Y | +259.9% | -14.5% | +274.4% | +167.5% |
| All | +259.9% | -11.7% | +271.5% | +167.5% |
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