+285.0%
WMB vs AFL
+133.0%
+152.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | 0.0% | -2.1% | +2.1% | +0.8% |
| 30D | +4.6% | -5.4% | +10.0% | +6.9% |
| 3M | +5.7% | -0.3% | +6.0% | +5.6% |
| 6M | +4.2% | +5.2% | -1.0% | +1.6% |
| YTD | +26.8% | +5.7% | +21.2% | +23.2% |
| 1Y | +34.7% | +10.2% | +24.5% | +28.3% |
| 3Y | +146.8% | +63.4% | +83.4% | +94.4% |
| 5Y | +285.0% | +133.0% | +152.0% | +144.8% |
| All | +285.0% | +133.0% | +152.0% | +144.8% |
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