+259.9%
WMB vs A
+328.7%
-68.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.9% |
| 7D | -6.7% | +4.8% | -11.4% | -7.8% |
| 30D | -8.6% | +5.6% | -14.2% | -9.9% |
| 3M | -4.9% | +23.6% | -28.5% | -10.5% |
| 6M | -6.3% | +56.4% | -62.7% | -18.0% |
| YTD | +13.0% | +33.4% | -20.4% | +3.0% |
| 1Y | +14.9% | +23.7% | -8.8% | +7.1% |
| 3Y | +113.4% | +71.0% | +42.4% | +71.4% |
| 5Y | +190.2% | +16.8% | +173.3% | +163.2% |
| 10Y | +259.9% | +323.8% | -63.9% | +95.9% |
| All | +259.9% | +328.7% | -68.9% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling