+544.9%
WMB vs A
+546.2%
-1.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -13.8% | -0.1% | -13.8% | -13.8% |
| 30D | -10.3% | +3.4% | -13.7% | -11.4% |
| 3M | -10.1% | +23.8% | -33.9% | -16.9% |
| 6M | -11.8% | +49.0% | -60.8% | -24.4% |
| YTD | +8.9% | +29.4% | -20.4% | -2.6% |
| 1Y | +14.0% | +19.4% | -5.4% | +4.6% |
| 3Y | +100.5% | +66.2% | +34.3% | +57.9% |
| 5Y | +179.5% | +15.8% | +163.7% | +143.6% |
| 10Y | +272.7% | +326.1% | -53.3% | +96.8% |
| All | +544.9% | +546.2% | -1.4% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling