+280.9%
WMB vs A
+308.8%
-27.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -7.1% | +3.3% | -10.4% | -7.9% |
| 3M | -4.0% | +18.5% | -22.5% | -8.6% |
| 6M | -5.7% | +59.3% | -65.0% | -18.0% |
| YTD | +17.2% | +31.0% | -13.8% | +7.3% |
| 1Y | +17.2% | +19.3% | -2.1% | +10.3% |
| 3Y | +121.1% | +66.8% | +54.2% | +78.8% |
| 5Y | +197.2% | +15.5% | +181.7% | +170.0% |
| 10Y | +280.9% | +312.3% | -31.4% | +108.9% |
| All | +280.9% | +308.8% | -27.9% | +108.9% |
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