+5,449.9%
WMB vs NTRS
+7,612.4%
-2,162.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | 0.0% | +0.9% | -0.9% | -0.4% |
| 30D | +4.6% | -1.2% | +5.8% | +5.2% |
| 3M | +5.7% | +8.8% | -3.0% | +1.3% |
| 6M | +4.2% | +34.7% | -30.5% | -10.2% |
| YTD | +26.8% | +37.2% | -10.4% | +7.7% |
| 1Y | +34.7% | +46.3% | -11.7% | +10.5% |
| 3Y | +146.8% | +163.2% | -16.4% | +48.5% |
| 5Y | +285.0% | +86.9% | +198.1% | +160.6% |
| 10Y | +313.2% | +250.9% | +62.3% | +98.2% |
| All | +5,449.9% | +7,612.4% | -2,162.6% | +968.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling