+149.0%
WMB vs NWSA
+44.8%
+104.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.1% | +2.6% |
| 7D | +0.8% | -2.6% | +3.4% | +1.2% |
| 30D | +7.7% | +4.6% | +3.2% | +6.9% |
| 3M | +6.7% | +10.2% | -3.5% | +4.9% |
| 6M | +3.6% | +21.6% | -18.0% | -0.6% |
| YTD | +28.0% | +14.6% | +13.4% | +24.2% |
| 1Y | +37.6% | +0.4% | +37.3% | +38.3% |
| 3Y | +149.0% | +45.0% | +104.0% | +126.1% |
| All | +149.0% | +44.8% | +104.3% | +126.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling