+544.2%
WMT vs WMB
+282.5%
+261.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +2.0% | +7.8% | -5.8% | +1.2% |
| 30D | +10.3% | -5.1% | +15.4% | +10.7% |
| 3M | +11.0% | -4.7% | +15.7% | +11.3% |
| 6M | -2.3% | -7.4% | +5.1% | -1.8% |
| YTD | +15.7% | +17.5% | -1.8% | +13.2% |
| 1Y | +26.0% | +19.5% | +6.5% | +23.0% |
| 3Y | +136.5% | +121.3% | +15.2% | +116.1% |
| 5Y | +176.8% | +200.5% | -23.7% | +145.7% |
| All | +544.2% | +282.5% | +261.7% | +467.3% |
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