+43.9%
AMGN vs WMB
-3.3%
+47.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.9% |
| 7D | -2.2% | +1.6% | -3.7% | -2.1% |
| 30D | +12.1% | -7.1% | +19.2% | +10.8% |
| 3M | +13.6% | -4.0% | +17.6% | +12.6% |
| 6M | +43.9% | -5.7% | +49.7% | +43.0% |
| All | +43.9% | -3.3% | +47.2% | +43.0% |
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 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