+14.7%
WMB vs MAR
+47.8%
-33.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.1% | +1.7% |
| 7D | -6.9% | +2.9% | -9.8% | -6.7% |
| 30D | -7.2% | +17.0% | -24.2% | -6.4% |
| 3M | -5.4% | +23.2% | -28.6% | -4.5% |
| 6M | -4.9% | +21.7% | -26.6% | -4.0% |
| YTD | +14.7% | +38.9% | -24.2% | +16.4% |
| 1Y | +14.7% | +48.7% | -34.0% | +16.4% |
| All | +14.7% | +47.8% | -33.1% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling