+40.8%
AMGN vs WMB
-5.6%
+46.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.1% |
| 7D | +1.5% | +8.1% | -6.6% | +2.4% |
| 30D | +13.1% | -6.9% | +20.0% | +11.8% |
| 3M | +12.9% | -5.1% | +18.0% | +12.2% |
| 6M | +40.8% | -5.7% | +46.5% | +39.9% |
| All | +40.8% | -5.6% | +46.3% | +39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling