+747.0%
WMB vs MAR
+2,498.9%
-1,751.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.6% | -4.2% | +4.7% | +2.5% |
| 30D | +3.3% | -6.7% | +9.9% | +6.6% |
| 3M | +3.1% | -12.5% | +15.6% | +9.0% |
| 6M | -0.7% | +0.6% | -1.3% | -2.3% |
| YTD | +25.2% | +9.1% | +16.0% | +17.7% |
| 1Y | +32.9% | +26.2% | +6.7% | +15.8% |
| 3Y | +140.6% | +68.2% | +72.4% | +77.6% |
| 5Y | +273.5% | +163.9% | +109.5% | +109.8% |
| 10Y | +334.2% | +420.6% | -86.4% | +56.7% |
| All | +747.0% | +2,498.9% | -1,751.9% | +28.2% |
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