+140.2%
WMB vs NTRS
+168.2%
-28.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.2% |
| 7D | -1.8% | +1.4% | -3.1% | -2.1% |
| 30D | -1.2% | -0.7% | -0.5% | -1.0% |
| 3M | +2.5% | +11.3% | -8.9% | -0.1% |
| 6M | -0.7% | +35.5% | -36.2% | -7.8% |
| YTD | +23.0% | +40.6% | -17.6% | +12.4% |
| 1Y | +26.7% | +49.2% | -22.5% | +13.7% |
| 3Y | +140.2% | +167.2% | -27.1% | +76.2% |
| All | +140.2% | +168.2% | -28.0% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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