+260.3%
WMB vs AR
-32.8%
+293.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.5% | -4.6% |
| 7D | -14.2% | -11.7% | -2.5% | -11.5% |
| 30D | -11.2% | +1.8% | -13.1% | -11.6% |
| 3M | -9.9% | +6.0% | -15.8% | -11.3% |
| 6M | -14.4% | -7.0% | -7.3% | -13.2% |
| YTD | +9.2% | +5.6% | +3.7% | +6.6% |
| 1Y | +15.1% | +10.8% | +4.2% | +10.7% |
| 3Y | +99.2% | +19.3% | +79.9% | +83.3% |
| 5Y | +180.2% | +73.3% | +106.9% | +126.3% |
| 10Y | +273.7% | +47.6% | +226.1% | +201.8% |
| All | +260.3% | -32.8% | +293.2% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling