+281.4%
WMB vs LNG
+811.3%
-530.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +7.8% | +11.3% | -3.5% | +1.7% |
| 30D | -5.1% | +10.6% | -15.7% | -10.4% |
| 3M | -4.7% | +16.1% | -20.8% | -12.6% |
| 6M | -7.4% | +29.6% | -37.0% | -20.3% |
| YTD | +17.5% | +60.3% | -42.9% | -11.5% |
| 1Y | +19.5% | +46.1% | -26.6% | -5.2% |
| 3Y | +121.3% | +85.9% | +35.3% | +51.2% |
| 5Y | +200.5% | +210.8% | -10.3% | +44.5% |
| All | +281.4% | +811.3% | -530.0% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling