+259.9%
WMB vs APD
+192.6%
+67.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.9% |
| 7D | -6.7% | -1.6% | -5.1% | -6.1% |
| 30D | -8.6% | +10.6% | -19.2% | -12.1% |
| 3M | -4.9% | +2.5% | -7.4% | -6.0% |
| 6M | -6.3% | +6.0% | -12.3% | -8.9% |
| YTD | +13.0% | +28.4% | -15.5% | +1.3% |
| 1Y | +14.9% | +22.2% | -7.2% | +4.8% |
| 3Y | +113.4% | +26.6% | +86.8% | +85.2% |
| 5Y | +190.2% | +11.8% | +178.4% | +160.6% |
| 10Y | +259.9% | +187.8% | +72.1% | +90.7% |
| All | +259.9% | +192.6% | +67.3% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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