+65.7%
AMGN vs WMB
+22.7%
+43.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.4% | +10.1% | +2.9% |
| 7D | +5.9% | -8.6% | +14.5% | +4.9% |
| 30D | +18.7% | -4.2% | +22.9% | +18.1% |
| 3M | +23.4% | -4.4% | +27.8% | +22.5% |
| 6M | +49.7% | -8.7% | +58.4% | +48.9% |
| YTD | +49.2% | +15.4% | +33.8% | +47.2% |
| 1Y | +65.7% | +23.7% | +42.0% | +60.1% |
| All | +65.7% | +22.7% | +43.1% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling