+34.8%
SAP vs WMB
-12.8%
+47.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.3% |
| 7D | -0.7% | -13.8% | +13.1% | -6.6% |
| 30D | +11.1% | -10.3% | +21.4% | +6.5% |
| 3M | +17.0% | -10.1% | +27.1% | +12.9% |
| 6M | +34.8% | -11.8% | +46.7% | +29.3% |
| All | +34.8% | -12.8% | +47.7% | +29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling