+4,843.0%
WMB vs AA
+231.6%
+4,611.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +1.6% |
| 7D | -6.7% | +4.8% | -11.5% | -8.3% |
| 30D | -8.6% | -0.6% | -7.9% | -8.5% |
| 3M | -4.9% | -16.3% | +11.3% | +0.4% |
| 6M | -6.3% | -33.4% | +27.1% | +5.3% |
| YTD | +13.0% | -20.7% | +33.7% | +15.8% |
| 1Y | +14.9% | +12.9% | +2.0% | +2.4% |
| 3Y | +113.4% | +75.7% | +37.7% | +43.1% |
| 5Y | +190.2% | -6.8% | +197.0% | +116.1% |
| 10Y | +259.9% | +53.6% | +206.2% | +61.1% |
| All | +4,843.0% | +231.6% | +4,611.4% | +1,602.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling