-5.9%
SAP vs WMB
+22.7%
-28.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.4% | +10.6% | +1.9% |
| 7D | +1.3% | -8.6% | +9.9% | -1.7% |
| 30D | +15.5% | -4.2% | +19.7% | +14.2% |
| 3M | +22.8% | -4.4% | +27.2% | +21.5% |
| 6M | +42.5% | -8.7% | +51.2% | +40.3% |
| YTD | +0.5% | +15.4% | -14.8% | +1.8% |
| 1Y | -5.9% | +23.7% | -29.7% | -5.6% |
| All | -5.9% | +22.7% | -28.6% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling