+278.9%
WMB vs AUR
-34.9%
+313.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +2.2% |
| 7D | +0.8% | +19.2% | -18.4% | +0.1% |
| 30D | +7.7% | -7.8% | +15.5% | +8.0% |
| 3M | +6.7% | +4.0% | +2.7% | +6.3% |
| 6M | +3.6% | +45.0% | -41.4% | +1.3% |
| YTD | +28.0% | +69.5% | -41.5% | +24.1% |
| 1Y | +37.6% | +13.0% | +24.6% | +35.6% |
| 3Y | +149.0% | +90.4% | +58.7% | +135.5% |
| 5Y | +285.3% | -34.2% | +319.5% | +241.4% |
| All | +278.9% | -34.9% | +313.8% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling