+65.8%
AMGN vs WMB
+148.7%
-82.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.3% | -12.3% | -10.3% |
| 7D | -10.3% | +0.8% | -11.1% | -10.4% |
| 30D | -3.8% | +7.7% | -11.5% | -4.8% |
| 3M | +14.4% | +6.7% | +7.7% | +13.2% |
| 6M | +7.8% | +3.6% | +4.2% | +7.1% |
| YTD | +22.6% | +28.0% | -5.4% | +17.4% |
| 1Y | +44.2% | +37.6% | +6.6% | +36.0% |
| 3Y | +65.8% | +149.0% | -83.2% | +24.0% |
| All | +65.8% | +148.7% | -82.9% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling