+256.4%
WMB vs PL
+46.6%
+209.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +14.5% | -10.8% | +2.8% |
| 7D | -6.7% | +10.9% | -17.5% | -7.3% |
| 30D | -8.6% | -16.4% | +7.8% | -7.8% |
| 3M | -4.9% | -39.9% | +35.0% | -2.5% |
| 6M | -6.3% | -63.2% | +56.9% | -2.0% |
| YTD | +13.0% | -27.1% | +40.1% | +11.7% |
| 1Y | +14.9% | +12.2% | +2.7% | +9.7% |
| 3Y | +113.4% | +584.3% | -470.9% | +68.5% |
| 5Y | +190.2% | +37.0% | +153.2% | +152.2% |
| All | +256.4% | +46.6% | +209.7% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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