+121.3%
WMB vs NTR
+47.6%
+73.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +7.8% | -0.3% | +8.2% | +7.9% |
| 30D | -5.1% | +2.0% | -7.1% | -5.5% |
| 3M | -4.7% | +6.4% | -11.1% | -5.9% |
| 6M | -7.4% | +1.6% | -9.0% | -7.8% |
| YTD | +17.5% | +18.2% | -0.8% | +12.9% |
| 1Y | +19.5% | +23.9% | -4.5% | +13.7% |
| 3Y | +121.3% | +44.7% | +76.6% | +103.1% |
| All | +121.3% | +47.6% | +73.7% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling