+4,666.7%
WMB vs AA
+213.5%
+4,453.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.3% |
| 7D | -13.8% | +0.9% | -14.7% | -14.2% |
| 30D | -10.3% | -6.7% | -3.6% | -8.3% |
| 3M | -10.1% | -16.3% | +6.3% | -5.1% |
| 6M | -11.8% | -37.1% | +25.3% | +1.1% |
| YTD | +8.9% | -25.0% | +34.0% | +13.9% |
| 1Y | +14.0% | +8.6% | +5.4% | +3.0% |
| 3Y | +100.5% | +57.2% | +43.3% | +40.1% |
| 5Y | +179.5% | -13.0% | +192.5% | +113.5% |
| 10Y | +272.7% | +65.5% | +207.2% | +59.9% |
| All | +4,666.7% | +213.5% | +4,453.2% | +1,574.9% |
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