+295.5%
WMB vs PBR
+697.0%
-401.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | -1.8% | +5.4% | -7.1% | -3.4% |
| 30D | -1.2% | +22.9% | -24.0% | -7.6% |
| 3M | +2.5% | +19.6% | -17.2% | -3.7% |
| 6M | -0.7% | +16.5% | -17.1% | -6.3% |
| YTD | +23.0% | +86.7% | -63.7% | -0.6% |
| 1Y | +26.7% | +74.7% | -48.0% | +4.3% |
| 3Y | +140.2% | +102.6% | +37.6% | +82.8% |
| 5Y | +271.1% | +566.6% | -295.5% | +75.4% |
| All | +295.5% | +697.0% | -401.4% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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