+281.4%
WMB vs AG
+76.0%
+205.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | +7.8% | -10.0% | +17.8% | +8.7% |
| 30D | -5.1% | -10.5% | +5.4% | -4.4% |
| 3M | -4.7% | -27.3% | +22.5% | -2.7% |
| 6M | -7.4% | -43.0% | +35.6% | -4.0% |
| YTD | +17.5% | -17.9% | +35.4% | +16.4% |
| 1Y | +19.5% | +11.9% | +7.6% | +14.6% |
| 3Y | +121.3% | +201.8% | -80.5% | +85.7% |
| 5Y | +200.5% | -0.1% | +200.6% | +173.4% |
| All | +281.4% | +76.0% | +205.3% | +203.9% |
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