+328.1%
WMB vs NWSA
+101.5%
+226.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.8% |
| 7D | +1.6% | -12.2% | +13.8% | +6.8% |
| 30D | -7.1% | -8.7% | +1.6% | -4.2% |
| 3M | -4.0% | -6.0% | +2.0% | -2.5% |
| 6M | -5.7% | -0.3% | -5.4% | -7.3% |
| YTD | +17.2% | +3.5% | +13.7% | +12.4% |
| 1Y | +17.2% | +0.8% | +16.4% | +13.7% |
| 3Y | +121.1% | +31.1% | +89.9% | +86.3% |
| 5Y | +197.2% | +18.8% | +178.4% | +151.5% |
| 10Y | +280.9% | +147.9% | +133.0% | +89.5% |
| All | +328.1% | +101.5% | +226.6% | +130.9% |
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