+245.6%
WMB vs COMP
-56.6%
+302.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -8.2% | +2.8% | -4.9% |
| 7D | -14.2% | -1.8% | -12.4% | -14.2% |
| 30D | -11.2% | -0.8% | -10.5% | -11.3% |
| 3M | -9.9% | -28.1% | +18.3% | -8.6% |
| 6M | -14.4% | +27.0% | -41.4% | -16.3% |
| YTD | +9.2% | -12.8% | +22.0% | +8.7% |
| 1Y | +15.1% | +4.9% | +10.2% | +13.1% |
| 3Y | +99.2% | +321.0% | -221.8% | +73.3% |
| 5Y | +180.2% | -25.6% | +205.8% | +151.1% |
| All | +245.6% | -56.6% | +302.2% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling