-5.4%
WMB vs AAOX
-92.4%
+87.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.0% | +11.8% | +1.0% |
| 7D | +8.1% | +22.0% | -13.9% | +7.3% |
| 30D | -6.9% | -76.8% | +69.9% | -5.0% |
| 3M | -5.1% | -90.7% | +85.6% | -2.7% |
| 6M | -5.7% | -97.2% | +91.5% | -3.1% |
| All | -5.4% | -92.4% | +87.0% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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