+527.5%
APP vs WMB
+275.2%
+252.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.1% |
| 7D | +4.6% | +7.8% | -3.2% | +1.1% |
| 30D | +56.0% | -5.1% | +61.1% | +57.8% |
| 3M | +30.8% | -4.7% | +35.6% | +31.1% |
| 6M | -9.8% | -7.4% | -2.4% | -9.7% |
| YTD | -39.3% | +17.5% | -56.8% | -49.1% |
| 1Y | -26.4% | +19.5% | -45.9% | -39.2% |
| 3Y | +887.9% | +121.3% | +766.6% | +475.8% |
| 5Y | +264.1% | +200.5% | +63.6% | +88.9% |
| All | +527.5% | +275.2% | +252.2% | +179.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling