+268.0%
APH vs WMB
+180.0%
+88.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.0% | -7.2% |
| 7D | -12.7% | -14.2% | +1.5% | -7.2% |
| 30D | -19.2% | -11.2% | -7.9% | -15.1% |
| 3M | -16.7% | -9.9% | -6.8% | -13.3% |
| 6M | +5.1% | -14.4% | +19.5% | +11.0% |
| YTD | +6.6% | +9.2% | -2.7% | +0.8% |
| 1Y | +3.9% | +15.1% | -11.2% | -4.2% |
| 3Y | +246.0% | +99.2% | +146.8% | +155.4% |
| 5Y | +268.0% | +180.2% | +87.7% | +143.6% |
| All | +268.0% | +180.0% | +88.0% | +143.6% |
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