+664.6%
WMB vs MAR
+3,121.8%
-2,457.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -6.7% | +0.2% | -6.9% | -6.8% |
| 30D | -8.6% | +14.0% | -22.6% | -14.3% |
| 3M | -4.9% | +18.1% | -23.0% | -12.5% |
| 6M | -6.3% | +18.6% | -24.9% | -14.6% |
| YTD | +13.0% | +35.3% | -22.3% | -4.3% |
| 1Y | +14.9% | +44.5% | -29.5% | -5.9% |
| 3Y | +113.4% | +120.7% | -7.3% | +38.4% |
| 5Y | +190.2% | +164.1% | +26.1% | +64.0% |
| 10Y | +259.9% | +515.5% | -255.6% | +19.9% |
| All | +664.6% | +3,121.8% | -2,457.2% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling