+180.3%
WMB vs PH
+197.3%
-17.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -1.2% |
| 7D | -13.8% | +2.0% | -15.8% | -14.3% |
| 30D | -10.3% | -3.7% | -6.7% | -9.3% |
| 3M | -10.1% | -14.0% | +4.0% | -5.9% |
| 6M | -11.8% | +2.1% | -14.0% | -12.9% |
| YTD | +8.9% | +5.1% | +3.9% | +5.8% |
| 1Y | +14.0% | +10.9% | +3.0% | +8.5% |
| 3Y | +100.5% | +132.9% | -32.4% | +41.0% |
| All | +180.3% | +197.3% | -17.0% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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