+65,124.1%
AMGN vs WMB
+5,215.9%
+59,908.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +1.5% | +8.1% | -6.6% | +0.5% |
| 30D | +13.1% | -6.9% | +20.0% | +13.9% |
| 3M | +12.9% | -5.1% | +18.0% | +13.3% |
| 6M | +40.8% | -5.7% | +46.5% | +41.2% |
| YTD | +45.6% | +18.1% | +27.6% | +42.0% |
| 1Y | +42.7% | +18.4% | +24.3% | +39.1% |
| 3Y | +91.2% | +122.7% | -31.6% | +72.0% |
| 5Y | +158.1% | +202.0% | -43.9% | +122.9% |
| 10Y | +322.3% | +283.8% | +38.5% | +245.0% |
| All | +65,124.1% | +5,215.9% | +59,908.2% | +31,534.4% |
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