+133.2%
WMB vs AS
+120.4%
+12.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.4% | -0.1% |
| 7D | +0.6% | -4.9% | +5.5% | +0.9% |
| 30D | +3.3% | -19.6% | +22.9% | +4.7% |
| 3M | +3.1% | -14.4% | +17.5% | +4.0% |
| 6M | -0.7% | -20.1% | +19.4% | +0.5% |
| YTD | +25.2% | -20.9% | +46.1% | +26.6% |
| 1Y | +32.9% | -21.9% | +54.7% | +34.3% |
| All | +133.2% | +120.4% | +12.9% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling