+264.5%
WMB vs PR
+66.0%
+198.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -13.8% | -16.4% | +2.6% | -11.0% |
| 30D | -10.3% | -1.9% | -8.4% | -10.0% |
| 3M | -10.1% | +8.0% | -18.0% | -11.3% |
| 6M | -11.8% | +4.1% | -15.9% | -12.7% |
| YTD | +8.9% | +58.7% | -49.7% | +0.1% |
| 1Y | +14.0% | +75.8% | -61.9% | +2.9% |
| 3Y | +100.5% | +73.2% | +27.4% | +78.5% |
| 5Y | +179.5% | +230.1% | -50.6% | +115.7% |
| All | +264.5% | +66.0% | +198.4% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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