+24.4%
WMB vs ADVB
-97.6%
+122.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.5% | +4.2% | -5.1% |
| 7D | -14.2% | -28.0% | +13.8% | -13.6% |
| 30D | -11.2% | -70.2% | +59.0% | -9.2% |
| 3M | -9.9% | -76.1% | +66.2% | -7.6% |
| 6M | -14.4% | -72.3% | +58.0% | -12.8% |
| YTD | +9.2% | -67.5% | +76.7% | +10.1% |
| 1Y | +15.1% | -78.6% | +93.6% | +17.2% |
| All | +24.4% | -97.6% | +122.0% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling