+281.4%
WMB vs AGI
+389.5%
-108.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +7.8% | -10.1% | +17.9% | +8.3% |
| 30D | -5.1% | -6.5% | +1.4% | -4.9% |
| 3M | -4.7% | -12.8% | +8.1% | -4.3% |
| 6M | -7.4% | -34.3% | +26.9% | -5.7% |
| YTD | +17.5% | -25.6% | +43.1% | +18.2% |
| 1Y | +19.5% | -14.2% | +33.7% | +19.1% |
| 3Y | +121.3% | +127.3% | -6.0% | +107.2% |
| 5Y | +200.5% | +241.8% | -41.2% | +174.2% |
| All | +281.4% | +389.5% | -108.1% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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