+312.9%
WMB vs AR
-27.2%
+340.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.6% | +2.5% | -1.9% | -0.1% |
| 30D | +3.3% | +14.8% | -11.5% | -0.2% |
| 3M | +3.1% | +6.2% | -3.1% | +1.4% |
| 6M | -0.7% | +4.3% | -5.0% | -2.3% |
| YTD | +25.2% | +14.4% | +10.8% | +20.0% |
| 1Y | +32.9% | +21.3% | +11.5% | +24.8% |
| 3Y | +140.6% | +39.8% | +100.8% | +112.8% |
| 5Y | +273.5% | +142.1% | +131.4% | +178.1% |
| 10Y | +334.2% | +52.0% | +282.2% | +250.3% |
| All | +312.9% | -27.2% | +340.1% | +290.3% |
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 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