+295.4%
WMB vs AGI
+388.9%
-93.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.9% |
| 7D | -1.7% | -5.3% | +3.6% | -1.4% |
| 30D | +0.7% | +6.8% | -6.0% | +0.3% |
| 3M | +1.5% | +8.3% | -6.8% | +0.8% |
| 6M | +0.1% | -29.2% | +29.3% | +1.7% |
| YTD | +22.9% | -7.3% | +30.2% | +22.4% |
| 1Y | +27.9% | +8.0% | +19.8% | +25.9% |
| 3Y | +139.1% | +206.6% | -67.4% | +120.4% |
| 5Y | +270.9% | +398.1% | -127.2% | +233.1% |
| All | +295.4% | +388.9% | -93.5% | +271.1% |
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