+101.1%
WMB vs IP
+12.9%
+88.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.0% | -1.4% | -5.2% |
| 7D | -14.2% | -5.0% | -9.2% | -14.0% |
| 30D | -11.2% | +6.5% | -17.8% | -11.5% |
| 3M | -9.9% | -18.0% | +8.2% | -9.0% |
| 6M | -14.4% | +10.3% | -24.7% | -15.3% |
| YTD | +9.2% | -9.9% | +19.1% | +9.7% |
| 1Y | +15.1% | -1.1% | +16.1% | +14.2% |
| All | +101.1% | +12.9% | +88.1% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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