+144.2%
WMB vs NVD
-99.2%
+243.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.8% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | +4.6% | -9.3% | +13.9% | +4.2% |
| 3M | +5.7% | -22.1% | +27.8% | +4.8% |
| 6M | +4.2% | -45.8% | +50.0% | +1.4% |
| YTD | +26.8% | -46.7% | +73.6% | +23.7% |
| 1Y | +34.7% | -59.5% | +94.1% | +29.7% |
| 3Y | +146.8% | -99.2% | +246.0% | +120.3% |
| All | +144.2% | -99.2% | +243.4% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling