+283.3%
WMB vs AGI
+391.9%
-108.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +4.9% | +0.9% |
| 7D | +8.1% | -7.5% | +15.6% | +8.4% |
| 30D | -6.9% | -9.9% | +3.0% | -6.5% |
| 3M | -5.1% | -14.2% | +9.1% | -4.6% |
| 6M | -5.7% | -35.2% | +29.5% | -3.9% |
| YTD | +18.1% | -25.2% | +43.3% | +18.7% |
| 1Y | +18.4% | -14.3% | +32.7% | +18.0% |
| 3Y | +122.7% | +127.7% | -5.0% | +108.5% |
| 5Y | +202.0% | +243.4% | -41.4% | +175.5% |
| All | +283.3% | +391.9% | -108.6% | +251.3% |
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