+2,432.7%
SAP vs WMB
+1,842.3%
+590.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.1% |
| 7D | -0.7% | -13.8% | +13.1% | +1.8% |
| 30D | +11.1% | -10.3% | +21.4% | +12.9% |
| 3M | +17.0% | -10.1% | +27.1% | +18.7% |
| 6M | +34.8% | -11.8% | +46.7% | +36.8% |
| YTD | -2.2% | +8.9% | -11.2% | -4.8% |
| 1Y | -6.4% | +14.0% | -20.4% | -9.7% |
| 3Y | +75.1% | +100.5% | -25.4% | +51.6% |
| 5Y | +69.8% | +179.5% | -109.7% | +37.6% |
| 10Y | +219.8% | +272.7% | -52.9% | +137.4% |
| All | +2,432.7% | +1,842.3% | +590.5% | +1,026.4% |
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