+5,376.0%
WMB vs PH
+25,185.5%
-19,809.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.6% | -3.1% | +3.6% | +2.0% |
| 30D | +3.3% | -3.2% | +6.5% | +4.6% |
| 3M | +3.1% | +10.6% | -7.5% | -2.3% |
| 6M | -0.7% | -2.1% | +1.4% | -1.1% |
| YTD | +25.2% | +10.2% | +15.0% | +17.4% |
| 1Y | +32.9% | +28.2% | +4.6% | +15.1% |
| 3Y | +140.6% | +134.9% | +5.7% | +49.8% |
| 5Y | +273.5% | +253.6% | +19.8% | +84.6% |
| 10Y | +334.2% | +804.7% | -470.5% | +30.4% |
| All | +5,376.0% | +25,185.5% | -19,809.5% | +478.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling