+266.7%
WMB vs AUR
-35.7%
+302.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -1.0% | +1.4% | -2.5% | -1.1% |
| 30D | -0.4% | -6.4% | +6.0% | -0.3% |
| 3M | +3.2% | +7.7% | -4.5% | +2.6% |
| 6M | +0.1% | +44.5% | -44.4% | -2.1% |
| YTD | +23.9% | +67.4% | -43.6% | +20.1% |
| 1Y | +27.6% | +15.4% | +12.2% | +25.6% |
| 3Y | +141.9% | +94.8% | +47.1% | +128.6% |
| 5Y | +273.8% | -35.1% | +308.9% | +231.3% |
| All | +266.7% | -35.7% | +302.4% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling