+149.0%
WMB vs NVD
-99.2%
+248.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.6% | +2.5% |
| 7D | +0.8% | -7.7% | +8.5% | +0.4% |
| 30D | +7.7% | -5.8% | +13.5% | +7.5% |
| 3M | +6.7% | -23.2% | +29.9% | +5.6% |
| 6M | +3.6% | -49.7% | +53.4% | +0.4% |
| YTD | +28.0% | -47.7% | +75.7% | +24.7% |
| 1Y | +37.6% | -61.3% | +99.0% | +32.1% |
| 3Y | +149.0% | -99.2% | +248.2% | +123.5% |
| All | +149.0% | -99.2% | +248.2% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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