+264.5%
WMB vs AR
+44.3%
+220.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | -13.8% | -14.3% | +0.4% | -10.7% |
| 30D | -10.3% | +1.4% | -11.8% | -10.6% |
| 3M | -10.1% | +3.4% | -13.4% | -10.9% |
| 6M | -11.8% | -2.1% | -9.8% | -11.8% |
| YTD | +8.9% | +4.7% | +4.2% | +6.8% |
| 1Y | +14.0% | +10.6% | +3.4% | +10.1% |
| 3Y | +100.5% | +24.6% | +75.9% | +84.5% |
| 5Y | +179.5% | +71.9% | +107.6% | +132.6% |
| All | +264.5% | +44.3% | +220.1% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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