+101.1%
WMB vs COMP
+309.8%
-208.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -8.2% | +2.8% | -5.2% |
| 7D | -14.2% | -1.8% | -12.4% | -14.2% |
| 30D | -11.2% | -0.8% | -10.5% | -11.2% |
| 3M | -9.9% | -28.1% | +18.3% | -9.4% |
| 6M | -14.4% | +27.0% | -41.4% | -15.3% |
| YTD | +9.2% | -12.8% | +22.0% | +9.2% |
| 1Y | +15.1% | +4.9% | +10.2% | +14.1% |
| All | +101.1% | +309.8% | -208.7% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling