+5,039.4%
WMB vs AFL
+20,558.3%
-15,518.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +7.8% | +2.9% | +5.0% | +6.6% |
| 30D | -5.1% | +8.0% | -13.0% | -8.2% |
| 3M | -4.7% | +5.9% | -10.6% | -7.1% |
| 6M | -7.4% | +11.6% | -19.0% | -11.8% |
| YTD | +17.5% | +17.5% | -0.1% | +9.1% |
| 1Y | +19.5% | +13.3% | +6.2% | +12.7% |
| 3Y | +121.3% | +67.0% | +54.3% | +75.4% |
| 5Y | +200.5% | +150.6% | +49.9% | +99.5% |
| 10Y | +281.9% | +343.1% | -61.2% | +99.5% |
| All | +5,039.4% | +20,558.3% | -15,518.9% | +826.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling