+266.3%
WMB vs P
+691.2%
-424.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.7% |
| 7D | -6.9% | -13.3% | +6.4% | -4.9% |
| 30D | -7.2% | -34.0% | +26.8% | -1.4% |
| 3M | -5.4% | +4.1% | -9.5% | -6.9% |
| 6M | -4.9% | +30.5% | -35.4% | -10.7% |
| YTD | +14.7% | +52.2% | -37.5% | +4.0% |
| 1Y | +14.7% | +10.3% | +4.4% | +8.4% |
| 3Y | +116.4% | +180.9% | -64.5% | +60.3% |
| 5Y | +198.5% | +259.7% | -61.2% | +100.9% |
| 10Y | +266.3% | +652.6% | -386.3% | +97.4% |
| All | +266.3% | +691.2% | -424.9% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling