+3,483.4%
WMB vs ARWR
-97.0%
+3,580.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.6% | +1.7% | -1.1% | +0.6% |
| 30D | +3.3% | -0.7% | +3.9% | +3.3% |
| 3M | +3.1% | +14.9% | -11.7% | +3.1% |
| 6M | -0.7% | +32.6% | -33.3% | -0.8% |
| YTD | +25.2% | +30.0% | -4.9% | +25.0% |
| 1Y | +32.9% | +208.4% | -175.5% | +32.4% |
| 3Y | +140.6% | +208.8% | -68.2% | +139.3% |
| 5Y | +273.5% | +27.8% | +245.6% | +272.0% |
| 10Y | +334.2% | +1,107.6% | -773.3% | +331.2% |
| All | +3,483.4% | -97.0% | +3,580.5% | +3,494.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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