+5,376.0%
WMB vs APD
+6,115.6%
-739.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +0.6% | -2.2% | +2.8% | +1.6% |
| 30D | +3.3% | +2.1% | +1.2% | +2.2% |
| 3M | +3.1% | +7.2% | -4.0% | -0.8% |
| 6M | -0.7% | +11.2% | -12.0% | -6.4% |
| YTD | +25.2% | +24.4% | +0.8% | +11.3% |
| 1Y | +32.9% | +6.7% | +26.2% | +26.1% |
| 3Y | +140.6% | +9.2% | +131.3% | +117.0% |
| 5Y | +273.5% | +27.4% | +246.1% | +203.9% |
| 10Y | +334.2% | +164.8% | +169.4% | +136.0% |
| All | +5,376.0% | +6,115.6% | -739.6% | +944.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling