+271.1%
WMB vs NTR
+97.9%
+173.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -1.0% | -1.3% | +0.2% | -0.5% |
| 30D | -0.4% | +16.8% | -17.2% | -7.0% |
| 3M | +3.2% | +20.7% | -17.5% | -5.4% |
| 6M | +0.1% | +0.5% | -0.5% | -1.5% |
| YTD | +23.9% | +29.2% | -5.3% | +8.2% |
| 1Y | +27.6% | +39.6% | -12.0% | +6.9% |
| 3Y | +141.9% | +37.9% | +104.0% | +97.2% |
| 5Y | +273.8% | +47.1% | +226.7% | +158.0% |
| All | +271.1% | +97.9% | +173.2% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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