+178.8%
WMB vs P
+469.1%
-290.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.8% |
| 7D | -13.8% | -23.8% | +10.0% | -10.3% |
| 30D | -10.3% | -36.6% | +26.3% | -4.3% |
| 3M | -10.1% | +10.9% | -20.9% | -12.2% |
| 6M | -11.8% | +30.0% | -41.8% | -17.0% |
| YTD | +8.9% | +44.4% | -35.4% | -0.1% |
| 1Y | +14.0% | +3.9% | +10.0% | +8.8% |
| 3Y | +100.5% | +176.6% | -76.1% | +51.3% |
| 5Y | +179.5% | +249.3% | -69.8% | +93.9% |
| 10Y | +272.7% | +726.9% | -454.2% | +103.9% |
| All | +178.8% | +469.1% | -290.3% | +54.8% |
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