+216.6%
AMGN vs WMB
+315.8%
-99.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -11.6% | 0.0% | -11.6% | -11.7% |
| 30D | -5.7% | +4.6% | -10.3% | -6.6% |
| 3M | +14.2% | +5.7% | +8.5% | +12.7% |
| 6M | +5.2% | +4.2% | +1.0% | +4.0% |
| YTD | +22.0% | +26.8% | -4.9% | +15.8% |
| 1Y | +43.6% | +34.7% | +9.0% | +34.6% |
| 3Y | +65.0% | +146.8% | -81.8% | +35.2% |
| 5Y | +112.0% | +285.0% | -173.0% | +56.8% |
| 10Y | +216.6% | +313.2% | -96.6% | +125.1% |
| All | +216.6% | +315.8% | -99.3% | +125.1% |
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 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