+428.1%
WMT vs WMB
+307.8%
+120.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.3% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | -7.4% | -0.4% | -7.0% | -7.4% |
| 3M | -10.9% | +3.2% | -14.1% | -11.3% |
| 6M | -12.7% | +0.1% | -12.7% | -12.8% |
| YTD | -3.2% | +23.9% | -27.1% | -5.6% |
| 1Y | +5.3% | +27.6% | -22.3% | +2.2% |
| 3Y | +101.9% | +141.9% | -40.1% | +83.0% |
| 5Y | +134.6% | +273.8% | -139.2% | +104.5% |
| All | +428.1% | +307.8% | +120.3% | +362.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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