+101.1%
WMB vs PPL
+56.9%
+44.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.6% |
| 7D | -14.2% | +1.0% | -15.2% | -14.6% |
| 30D | -11.2% | +6.8% | -18.1% | -13.5% |
| 3M | -9.9% | +3.9% | -13.7% | -11.3% |
| 6M | -14.4% | -2.0% | -12.3% | -13.8% |
| YTD | +9.2% | +5.3% | +4.0% | +6.2% |
| 1Y | +15.1% | +2.2% | +12.9% | +13.3% |
| All | +101.1% | +56.9% | +44.1% | +71.1% |
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