+179.6%
WMB vs P
+449.6%
-270.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -16.4% | +11.1% | -2.8% |
| 7D | -14.2% | -31.9% | +17.7% | -9.2% |
| 30D | -11.2% | -36.5% | +25.3% | -5.3% |
| 3M | -9.9% | +11.6% | -21.5% | -12.1% |
| 6M | -14.4% | +25.2% | -39.6% | -18.9% |
| YTD | +9.2% | +39.4% | -30.2% | +0.7% |
| 1Y | +15.1% | -3.7% | +18.7% | +11.2% |
| 3Y | +99.2% | +167.3% | -68.1% | +51.1% |
| 5Y | +180.2% | +237.3% | -57.1% | +95.4% |
| 10Y | +273.7% | +698.6% | -424.9% | +105.5% |
| All | +179.6% | +449.6% | -270.1% | +56.1% |
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