+52,596.3%
AMGN vs WMB
+5,476.9%
+47,119.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -13.7% | -1.0% | -12.7% | -13.6% |
| 30D | -8.8% | -0.4% | -8.4% | -8.8% |
| 3M | +7.2% | +3.2% | +4.0% | +6.6% |
| 6M | +1.3% | +0.1% | +1.2% | +1.0% |
| YTD | +17.6% | +23.9% | -6.2% | +14.3% |
| 1Y | +37.2% | +27.6% | +9.6% | +32.7% |
| 3Y | +57.7% | +141.9% | -84.2% | +40.8% |
| 5Y | +106.3% | +273.8% | -167.5% | +74.0% |
| 10Y | +205.3% | +303.4% | -98.2% | +148.4% |
| All | +52,596.3% | +5,476.9% | +47,119.3% | +25,364.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling