+294.8%
WMB vs PL
+84.9%
+209.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +0.6% | -9.3% | +9.9% | +1.1% |
| 30D | +3.3% | -18.9% | +22.2% | +4.4% |
| 3M | +3.1% | -58.4% | +61.5% | +7.6% |
| 6M | -0.7% | -30.3% | +29.6% | -0.6% |
| YTD | +25.2% | -8.1% | +33.3% | +22.5% |
| 1Y | +32.9% | +180.5% | -147.6% | +18.5% |
| 3Y | +140.6% | +444.1% | -303.6% | +94.9% |
| 5Y | +273.5% | +83.0% | +190.4% | +226.5% |
| All | +294.8% | +84.9% | +209.9% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling