+3,981.9%
PG vs WMB
+5,663.2%
-1,681.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.8% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | -0.1% | +7.7% | -7.9% | -0.7% |
| 3M | +1.1% | +6.7% | -5.6% | +0.5% |
| 6M | -3.8% | +3.6% | -7.4% | -4.2% |
| YTD | +3.8% | +28.0% | -24.2% | +1.8% |
| 1Y | -5.8% | +37.6% | -43.4% | -8.2% |
| 3Y | +3.0% | +149.0% | -146.0% | -4.4% |
| 5Y | +14.5% | +285.3% | -270.8% | +2.6% |
| 10Y | +117.8% | +302.1% | -184.3% | +90.7% |
| All | +3,981.9% | +5,663.2% | -1,681.3% | +1,877.4% |
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