+5,376.0%
WMB vs IP
+364.8%
+5,011.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.8% |
| 7D | +0.6% | -5.3% | +5.8% | +2.7% |
| 30D | +3.3% | -10.9% | +14.1% | +7.9% |
| 3M | +3.1% | +11.2% | -8.0% | -3.1% |
| 6M | -0.7% | -10.2% | +9.5% | +0.1% |
| YTD | +25.2% | -2.0% | +27.1% | +20.4% |
| 1Y | +32.9% | -19.1% | +52.0% | +37.1% |
| 3Y | +140.6% | +20.9% | +119.7% | +96.3% |
| 5Y | +273.5% | -17.8% | +291.3% | +254.1% |
| 10Y | +334.2% | +23.5% | +310.7% | +226.0% |
| All | +5,376.0% | +364.8% | +5,011.2% | +1,925.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling