+13.0%
WMB vs APD
+21.8%
-8.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.5% |
| 7D | -6.7% | -1.6% | -5.1% | -6.5% |
| 30D | -8.6% | +10.6% | -19.2% | -9.5% |
| 3M | -4.9% | +2.5% | -7.4% | -5.1% |
| 6M | -6.3% | +6.0% | -12.3% | -6.7% |
| YTD | +13.0% | +28.4% | -15.5% | +9.3% |
| All | +13.0% | +21.8% | -8.8% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling