+4,679.4%
WMB vs APD
+6,285.2%
-1,605.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -3.9% |
| 7D | -14.2% | -0.7% | -13.5% | -13.9% |
| 30D | -11.2% | +10.1% | -21.4% | -15.3% |
| 3M | -9.9% | +4.9% | -14.8% | -12.1% |
| 6M | -14.4% | +2.5% | -16.8% | -16.0% |
| YTD | +9.2% | +27.8% | -18.5% | -4.3% |
| 1Y | +15.1% | +32.9% | -17.8% | -1.7% |
| 3Y | +99.2% | +13.4% | +85.8% | +76.3% |
| 5Y | +180.2% | +12.8% | +167.4% | +142.4% |
| 10Y | +273.7% | +194.6% | +79.2% | +92.3% |
| All | +4,679.4% | +6,285.2% | -1,605.9% | +798.2% |
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