+285.0%
WMB vs PBR
+566.8%
-281.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +4.6% | +17.5% | -12.9% | +0.6% |
| 3M | +5.7% | +20.9% | -15.1% | +1.0% |
| 6M | +4.2% | +20.2% | -16.1% | -0.8% |
| YTD | +26.8% | +84.3% | -57.4% | +9.1% |
| 1Y | +34.7% | +77.1% | -42.4% | +16.7% |
| 3Y | +146.8% | +100.8% | +46.0% | +103.1% |
| 5Y | +285.0% | +556.1% | -271.1% | +116.2% |
| All | +285.0% | +566.8% | -281.8% | +116.2% |
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