+270.9%
WMB vs AGG
-2.5%
+273.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -1.7% | -0.9% | -0.7% | -1.4% |
| 30D | +0.7% | -1.0% | +1.7% | +1.0% |
| 3M | +1.5% | -1.3% | +2.8% | +1.8% |
| 6M | +0.1% | -2.1% | +2.1% | +0.6% |
| YTD | +22.9% | -1.2% | +24.1% | +23.3% |
| 1Y | +27.9% | -0.5% | +28.3% | +27.9% |
| 3Y | +139.1% | +12.4% | +126.7% | +129.0% |
| 5Y | +270.9% | -2.4% | +273.3% | +232.4% |
| All | +270.9% | -2.5% | +273.4% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 5y: compounded portfolio wealth divided by compounded AGG 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…
5y analysis · Full analysis span regression · 6 months rolling