+100.5%
WMB vs P
+175.5%
-75.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.5% |
| 7D | -13.8% | -23.8% | +10.0% | -12.1% |
| 30D | -10.3% | -36.6% | +26.3% | -7.6% |
| 3M | -10.1% | +10.9% | -20.9% | -10.5% |
| 6M | -11.8% | +30.0% | -41.8% | -13.4% |
| YTD | +8.9% | +44.4% | -35.4% | +5.9% |
| 1Y | +14.0% | +3.9% | +10.0% | +12.8% |
| 3Y | +100.5% | +176.6% | -76.1% | +79.9% |
| All | +100.5% | +175.5% | -75.0% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling