+295.4%
WMB vs AEM
+369.2%
-73.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.7% |
| 7D | -1.7% | -5.0% | +3.4% | -1.0% |
| 30D | +0.7% | +8.5% | -7.7% | -0.6% |
| 3M | +1.5% | +29.3% | -27.8% | -2.5% |
| 6M | +0.1% | -12.9% | +13.0% | +1.1% |
| YTD | +22.9% | +16.8% | +6.1% | +18.5% |
| 1Y | +27.9% | +29.8% | -2.0% | +20.8% |
| 3Y | +139.1% | +336.7% | -197.6% | +86.8% |
| 5Y | +270.9% | +299.9% | -29.0% | +188.9% |
| All | +295.4% | +369.2% | -73.8% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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