+3,159.9%
PEP vs WMB
+5,535.5%
-2,375.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | +0.6% | -2.0% | -1.4% |
| 30D | +0.2% | +3.3% | -3.0% | -0.1% |
| 3M | -1.1% | +3.1% | -4.2% | -1.5% |
| 6M | -13.5% | -0.7% | -12.8% | -13.6% |
| YTD | -1.2% | +25.2% | -26.3% | -3.2% |
| 1Y | -1.6% | +32.9% | -34.4% | -4.1% |
| 3Y | -12.5% | +140.6% | -153.1% | -19.5% |
| 5Y | +3.0% | +273.5% | -270.4% | -9.0% |
| 10Y | +73.9% | +334.2% | -260.3% | +48.5% |
| All | +3,159.9% | +5,535.5% | -2,375.6% | +1,311.8% |
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