+295.9%
WMB vs COMP
-47.7%
+343.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +0.6% | +1.4% | -0.8% | +0.5% |
| 30D | +3.3% | -13.3% | +16.6% | +3.9% |
| 3M | +3.1% | +41.1% | -38.0% | +0.9% |
| 6M | -0.7% | +17.2% | -17.9% | -2.3% |
| YTD | +25.2% | +5.2% | +20.0% | +23.6% |
| 1Y | +32.9% | +18.9% | +13.9% | +29.9% |
| 3Y | +140.6% | +215.9% | -75.4% | +114.5% |
| 5Y | +273.5% | -31.2% | +304.6% | +235.5% |
| All | +295.9% | -47.7% | +343.6% | +261.6% |
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