+781.6%
WMB vs AU
+607.0%
+174.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +7.8% | -7.2% | +15.0% | +9.2% |
| 30D | -5.1% | -2.9% | -2.2% | -5.0% |
| 3M | -4.7% | -8.7% | +3.9% | -4.1% |
| 6M | -7.4% | -14.1% | +6.7% | -6.8% |
| YTD | +17.5% | +4.8% | +12.7% | +11.9% |
| 1Y | +19.5% | +11.9% | +7.6% | +12.1% |
| 3Y | +121.3% | +513.8% | -392.5% | +43.0% |
| 5Y | +200.5% | +379.3% | -178.7% | +95.6% |
| 10Y | +281.9% | +837.1% | -555.2% | +85.2% |
| All | +781.6% | +607.0% | +174.6% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling