+302.1%
WMB vs AA
+121.7%
+180.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.3% | +1.5% |
| 7D | +0.8% | +1.7% | -0.9% | +0.4% |
| 30D | +7.7% | +3.3% | +4.4% | +6.6% |
| 3M | +6.7% | -29.4% | +36.1% | +14.2% |
| 6M | +3.6% | -12.8% | +16.4% | +4.3% |
| YTD | +28.0% | -2.1% | +30.1% | +24.5% |
| 1Y | +37.6% | +62.8% | -25.1% | +16.9% |
| 3Y | +149.0% | +90.5% | +58.6% | +90.4% |
| 5Y | +285.3% | +19.1% | +266.2% | +203.9% |
| 10Y | +302.1% | +124.8% | +177.3% | +87.0% |
| All | +302.1% | +121.7% | +180.4% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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