+593.1%
WMB vs AG
+294.5%
+298.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -13.8% | +6.3% | -20.1% | -14.7% |
| 30D | -10.3% | -8.9% | -1.4% | -9.4% |
| 3M | -10.1% | -12.2% | +2.1% | -9.1% |
| 6M | -11.8% | -28.3% | +16.5% | -9.3% |
| YTD | +8.9% | -8.8% | +17.8% | +5.9% |
| 1Y | +14.0% | +39.4% | -25.4% | +3.4% |
| 3Y | +100.5% | +229.4% | -128.9% | +50.4% |
| 5Y | +179.5% | +14.5% | +165.0% | +136.3% |
| 10Y | +272.7% | +82.7% | +190.0% | +149.6% |
| All | +593.1% | +294.5% | +298.6% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling