+116.4%
WMB vs APD
+28.0%
+88.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | -6.9% | -0.2% | -6.7% | -6.9% |
| 30D | -7.2% | +11.0% | -18.2% | -8.7% |
| 3M | -5.4% | +2.0% | -7.4% | -5.8% |
| 6M | -4.9% | +7.1% | -11.9% | -6.0% |
| YTD | +14.7% | +29.8% | -15.1% | +9.3% |
| 1Y | +14.7% | +24.0% | -9.3% | +10.1% |
| 3Y | +116.4% | +27.2% | +89.2% | +105.6% |
| All | +116.4% | +28.0% | +88.4% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling