+108.0%
AMGN vs WMB
+282.7%
-174.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.3% | -12.3% | -10.4% |
| 7D | -10.3% | +0.8% | -11.1% | -10.4% |
| 30D | -3.8% | +7.7% | -11.5% | -4.9% |
| 3M | +14.4% | +6.7% | +7.7% | +13.0% |
| 6M | +7.8% | +3.6% | +4.2% | +7.0% |
| YTD | +22.6% | +28.0% | -5.4% | +17.3% |
| 1Y | +44.2% | +37.6% | +6.6% | +36.0% |
| 3Y | +65.8% | +149.0% | -83.2% | +37.5% |
| 5Y | +108.0% | +285.3% | -177.3% | +55.8% |
| All | +108.0% | +282.7% | -174.7% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling