+298.4%
WMB vs AFL
+303.3%
-4.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -1.0% | -1.6% | +0.6% | -0.1% |
| 30D | -0.4% | -4.0% | +3.6% | +1.9% |
| 3M | +3.2% | -0.5% | +3.7% | +3.2% |
| 6M | +0.1% | +6.5% | -6.5% | -4.1% |
| YTD | +23.9% | +6.2% | +17.7% | +18.6% |
| 1Y | +27.6% | +8.3% | +19.3% | +20.5% |
| 3Y | +141.9% | +62.5% | +79.4% | +74.6% |
| 5Y | +273.8% | +136.2% | +137.6% | +107.7% |
| All | +298.4% | +303.3% | -4.8% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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