+100.5%
WMB vs MAR
+122.8%
-22.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -13.8% | +4.3% | -18.1% | -14.4% |
| 30D | -10.3% | +16.8% | -27.1% | -12.5% |
| 3M | -10.1% | +16.0% | -26.1% | -12.2% |
| 6M | -11.8% | +16.5% | -28.3% | -14.3% |
| YTD | +8.9% | +35.0% | -26.1% | +2.2% |
| 1Y | +14.0% | +49.4% | -35.4% | +4.1% |
| 3Y | +100.5% | +124.1% | -23.5% | +65.6% |
| All | +100.5% | +122.8% | -22.2% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling