+303.7%
WMB vs AG
+60.0%
+243.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | +0.6% | +1.0% | -0.4% | +0.5% |
| 30D | +3.3% | +19.2% | -15.9% | +1.5% |
| 3M | +3.1% | +6.2% | -3.0% | +2.0% |
| 6M | -0.7% | -26.7% | +26.0% | +0.9% |
| YTD | +25.2% | +26.1% | -1.0% | +20.0% |
| 1Y | +32.9% | +131.7% | -98.8% | +19.0% |
| 3Y | +140.6% | +255.3% | -114.8% | +99.6% |
| 5Y | +273.5% | +61.9% | +211.5% | +226.5% |
| All | +303.7% | +60.0% | +243.7% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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