+121.3%
WMB vs AR
+48.6%
+72.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +7.8% | +7.4% | +0.4% | +5.7% |
| 30D | -5.1% | +5.8% | -10.9% | -6.5% |
| 3M | -4.7% | +5.2% | -9.9% | -6.2% |
| 6M | -7.4% | +5.4% | -12.8% | -9.2% |
| YTD | +17.5% | +12.4% | +5.0% | +12.3% |
| 1Y | +19.5% | +12.8% | +6.7% | +13.8% |
| 3Y | +121.3% | +47.2% | +74.1% | +100.9% |
| All | +121.3% | +48.6% | +72.7% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling