+24.1%
WMB vs ADVB
-97.5%
+121.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -0.4% |
| 7D | -13.8% | -13.9% | +0.1% | -13.5% |
| 30D | -10.3% | -68.1% | +57.8% | -8.4% |
| 3M | -10.1% | -73.4% | +63.3% | -7.9% |
| 6M | -11.8% | -70.8% | +58.9% | -10.4% |
| YTD | +8.9% | -66.1% | +75.0% | +9.7% |
| 1Y | +14.0% | -77.5% | +91.5% | +16.0% |
| All | +24.1% | -97.5% | +121.6% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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