+264.5%
WMB vs PPL
+62.0%
+202.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -13.8% | +0.4% | -14.2% | -14.1% |
| 30D | -10.3% | +5.4% | -15.8% | -12.8% |
| 3M | -10.1% | +4.3% | -14.3% | -12.2% |
| 6M | -11.8% | -1.3% | -10.5% | -11.6% |
| YTD | +8.9% | +4.7% | +4.3% | +5.5% |
| 1Y | +14.0% | +1.3% | +12.7% | +12.2% |
| 3Y | +100.5% | +57.2% | +43.3% | +55.1% |
| 5Y | +179.5% | +48.2% | +131.3% | +120.8% |
| All | +264.5% | +62.0% | +202.4% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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