+200.8%
WMB vs PBR
+459.2%
-258.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | +7.8% | -1.0% | +8.8% | +8.0% |
| 30D | -5.1% | -29.3% | +24.2% | +2.2% |
| 3M | -4.7% | +5.5% | -10.2% | -6.6% |
| 6M | -7.4% | -2.9% | -4.5% | -7.6% |
| YTD | +17.5% | +61.5% | -44.0% | +3.6% |
| 1Y | +19.5% | +46.9% | -27.4% | +7.6% |
| 3Y | +121.3% | +66.4% | +54.8% | +89.5% |
| All | +200.8% | +459.2% | -258.4% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling