+391.7%
APP vs WMB
+299.8%
+91.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +0.9% | +0.6% | +0.3% | +0.5% |
| 30D | -23.3% | +3.3% | -26.5% | -25.1% |
| 3M | -42.6% | +3.1% | -45.8% | -44.6% |
| 6M | -33.6% | -0.7% | -32.9% | -35.1% |
| YTD | -52.4% | +25.2% | -77.6% | -60.7% |
| 1Y | -35.9% | +32.9% | -68.7% | -49.7% |
| 3Y | +642.2% | +140.6% | +501.7% | +321.6% |
| 5Y | +311.1% | +273.5% | +37.6% | +99.4% |
| All | +391.7% | +299.8% | +91.9% | +115.8% |
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