+142.3%
WMB vs AG
+260.2%
-117.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.2% |
| 7D | +0.6% | +1.0% | -0.4% | +0.5% |
| 30D | +3.3% | +19.2% | -15.9% | +2.3% |
| 3M | +3.1% | +6.2% | -3.0% | +2.6% |
| 6M | -0.7% | -26.7% | +26.0% | +0.7% |
| YTD | +25.2% | +26.1% | -1.0% | +21.7% |
| 1Y | +32.9% | +131.7% | -98.8% | +22.3% |
| All | +142.3% | +260.2% | -117.9% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling