+4,947.9%
WMB vs IP
+345.0%
+4,602.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -7.0% |
| 7D | -8.6% | +3.4% | -12.0% | -10.0% |
| 30D | -4.2% | +11.2% | -15.4% | -8.7% |
| 3M | -4.4% | -14.8% | +10.4% | +0.9% |
| 6M | -8.7% | +17.3% | -26.0% | -17.2% |
| YTD | +15.4% | -6.2% | +21.5% | +12.1% |
| 1Y | +23.7% | +2.3% | +21.4% | +15.6% |
| 3Y | +110.4% | +17.7% | +92.7% | +72.5% |
| 5Y | +198.9% | -8.4% | +207.4% | +168.0% |
| 10Y | +294.7% | +32.1% | +262.7% | +185.4% |
| All | +4,947.9% | +345.0% | +4,602.9% | +1,786.4% |
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