+32.9%
WMB vs NWSA
+5.5%
+27.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | 0.0% |
| 7D | +0.6% | -1.9% | +2.4% | +0.5% |
| 30D | +3.3% | +4.6% | -1.3% | +3.5% |
| 3M | +3.1% | +13.2% | -10.1% | +4.1% |
| 6M | -0.7% | +27.0% | -27.7% | -0.2% |
| YTD | +25.2% | +16.8% | +8.3% | +25.9% |
| 1Y | +32.9% | +4.5% | +28.4% | +32.4% |
| All | +32.9% | +5.5% | +27.3% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling