+285.3%
WMB vs LEN
-12.1%
+297.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.1% | +2.6% |
| 7D | +0.8% | -2.9% | +3.7% | +1.0% |
| 30D | +7.7% | -8.9% | +16.6% | +8.6% |
| 3M | +6.7% | -10.9% | +17.6% | +7.6% |
| 6M | +3.6% | -19.7% | +23.3% | +5.6% |
| YTD | +28.0% | -20.6% | +48.6% | +30.3% |
| 1Y | +37.6% | -42.4% | +80.0% | +45.2% |
| 3Y | +149.0% | -26.5% | +175.6% | +147.0% |
| 5Y | +285.3% | -10.9% | +296.3% | +252.3% |
| All | +285.3% | -12.1% | +297.4% | +252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 5y: compounded portfolio wealth divided by compounded LEN 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…
5y analysis · Full analysis span regression · 6 months rolling