+280.9%
WMB vs APA
+4.1%
+276.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.2% |
| 7D | +1.6% | +5.1% | -3.5% | +0.2% |
| 30D | -7.1% | +0.3% | -7.4% | -7.2% |
| 3M | -4.0% | +15.6% | -19.6% | -8.2% |
| 6M | -5.7% | +28.9% | -34.6% | -13.1% |
| YTD | +17.2% | +96.6% | -79.4% | -5.6% |
| 1Y | +17.2% | +95.5% | -78.3% | -5.7% |
| 3Y | +121.1% | +41.8% | +79.2% | +85.5% |
| 5Y | +197.2% | +85.4% | +111.8% | +119.6% |
| 10Y | +280.9% | +4.5% | +276.4% | +148.1% |
| All | +280.9% | +4.1% | +276.8% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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