+200.8%
WMB vs AU
+381.3%
-180.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +7.8% | -7.2% | +15.0% | +8.4% |
| 30D | -5.1% | -2.9% | -2.2% | -5.0% |
| 3M | -4.7% | -8.7% | +3.9% | -4.5% |
| 6M | -7.4% | -14.1% | +6.7% | -7.0% |
| YTD | +17.5% | +4.8% | +12.7% | +14.3% |
| 1Y | +19.5% | +11.9% | +7.6% | +15.2% |
| 3Y | +121.3% | +513.8% | -392.5% | +66.8% |
| All | +200.8% | +381.3% | -180.5% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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