+285.0%
WMB vs AGI
+392.7%
-107.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | 0.0% | +2.2% | -2.2% | -0.3% |
| 30D | +4.6% | +11.3% | -6.7% | +3.1% |
| 3M | +5.7% | +5.6% | +0.1% | +4.5% |
| 6M | +4.2% | -27.7% | +31.9% | +7.9% |
| YTD | +26.8% | -4.1% | +30.9% | +24.9% |
| 1Y | +34.7% | +13.8% | +20.9% | +28.1% |
| 3Y | +146.8% | +217.0% | -70.2% | +90.9% |
| 5Y | +285.0% | +404.3% | -119.3% | +169.4% |
| All | +285.0% | +392.7% | -107.7% | +169.4% |
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