+202.0%
WMB vs AFL
+151.4%
+50.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | +8.1% | +0.2% | +7.9% | +8.0% |
| 30D | -6.9% | +8.6% | -15.5% | -10.0% |
| 3M | -5.1% | +5.3% | -10.4% | -7.2% |
| 6M | -5.7% | +10.0% | -15.7% | -9.6% |
| YTD | +18.1% | +16.5% | +1.5% | +10.2% |
| 1Y | +18.4% | +12.7% | +5.7% | +12.1% |
| 3Y | +122.7% | +65.5% | +57.2% | +76.2% |
| 5Y | +202.0% | +148.5% | +53.6% | +86.9% |
| All | +202.0% | +151.4% | +50.6% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling