+142.3%
WMB vs PPL
+57.3%
+85.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | +2.7% | -2.1% | -0.5% |
| 30D | +3.3% | +0.5% | +2.8% | +3.0% |
| 3M | +3.1% | +0.7% | +2.5% | +2.8% |
| 6M | -0.7% | -7.6% | +6.9% | +2.1% |
| YTD | +25.2% | +1.8% | +23.3% | +23.4% |
| 1Y | +32.9% | -0.8% | +33.6% | +32.4% |
| All | +142.3% | +57.3% | +85.1% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling