+270.9%
WMB vs NTR
+45.0%
+226.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.5% |
| 7D | -1.7% | -2.5% | +0.8% | -1.0% |
| 30D | +0.7% | +17.0% | -16.3% | -3.4% |
| 3M | +1.5% | +22.2% | -20.7% | -3.9% |
| 6M | +0.1% | +5.2% | -5.1% | -2.0% |
| YTD | +22.9% | +29.7% | -6.7% | +13.3% |
| 1Y | +27.9% | +39.4% | -11.5% | +15.1% |
| 3Y | +139.1% | +38.2% | +101.0% | +112.8% |
| 5Y | +270.9% | +47.6% | +223.3% | +186.7% |
| All | +270.9% | +45.0% | +226.0% | +186.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling