+220.3%
WMB vs P
+485.4%
-265.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +0.6% | +6.5% | -6.0% | -0.4% |
| 30D | +3.3% | +18.8% | -15.6% | +0.3% |
| 3M | +3.1% | +26.7% | -23.6% | -1.4% |
| 6M | -0.7% | +62.2% | -62.9% | -9.4% |
| YTD | +25.2% | +48.5% | -23.3% | +14.9% |
| 1Y | +32.9% | +26.4% | +6.5% | +23.1% |
| 3Y | +140.6% | +159.4% | -18.9% | +84.8% |
| 5Y | +273.5% | +275.8% | -2.3% | +156.5% |
| 10Y | +334.2% | +732.0% | -397.8% | +138.4% |
| All | +220.3% | +485.4% | -265.0% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling