+197.2%
WMB vs AGI
+260.0%
-62.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +4.9% | +2.4% |
| 7D | +1.6% | 0.0% | +1.6% | +1.5% |
| 30D | -7.1% | -7.6% | +0.5% | -6.5% |
| 3M | -4.0% | -10.2% | +6.2% | -3.4% |
| 6M | -5.7% | -31.5% | +25.8% | -2.3% |
| YTD | +17.2% | -22.0% | +39.2% | +17.6% |
| 1Y | +17.2% | -7.9% | +25.1% | +14.2% |
| 3Y | +121.1% | +137.6% | -16.5% | +76.9% |
| 5Y | +197.2% | +256.7% | -59.5% | +121.8% |
| All | +197.2% | +260.0% | -62.8% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling