+2,242.4%
WMB vs AGG
+95.5%
+2,146.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +7.8% | -1.5% | +9.3% | +8.2% |
| 30D | -5.1% | +0.6% | -5.7% | -5.3% |
| 3M | -4.7% | -1.6% | -3.1% | -4.4% |
| 6M | -7.4% | -1.6% | -5.8% | -7.1% |
| YTD | +17.5% | -1.5% | +19.0% | +17.8% |
| 1Y | +19.5% | -1.1% | +20.6% | +19.7% |
| 3Y | +121.3% | +13.6% | +107.7% | +113.8% |
| 5Y | +200.5% | -1.7% | +202.2% | +198.7% |
| 10Y | +281.9% | +16.1% | +265.7% | +286.7% |
| All | +2,242.4% | +95.5% | +2,146.9% | +1,873.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling