+357.2%
WMB vs NWSA
+127.4%
+229.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.9% |
| 7D | +0.6% | -1.9% | +2.4% | +1.3% |
| 30D | +3.3% | +4.6% | -1.3% | +1.3% |
| 3M | +3.1% | +13.2% | -10.1% | -2.7% |
| 6M | -0.7% | +27.0% | -27.7% | -11.4% |
| YTD | +25.2% | +16.8% | +8.3% | +15.2% |
| 1Y | +32.9% | +4.5% | +28.4% | +27.8% |
| 3Y | +140.6% | +46.2% | +94.3% | +95.0% |
| 5Y | +273.5% | +40.9% | +232.5% | +194.6% |
| 10Y | +334.2% | +145.1% | +189.1% | +126.2% |
| All | +357.2% | +127.4% | +229.8% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling