+283.3%
WMB vs PR
+83.7%
+199.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.4% |
| 7D | +8.1% | +6.7% | +1.4% | +6.9% |
| 30D | -6.9% | -6.1% | -0.7% | -5.8% |
| 3M | -5.1% | +6.9% | -11.9% | -6.3% |
| 6M | -5.7% | +14.6% | -20.3% | -8.1% |
| YTD | +18.1% | +66.1% | -48.1% | +7.6% |
| 1Y | +18.4% | +77.0% | -58.6% | +6.7% |
| 3Y | +122.7% | +93.8% | +28.9% | +94.5% |
| 5Y | +202.0% | +268.2% | -66.2% | +129.1% |
| All | +283.3% | +83.7% | +199.5% | +145.7% |
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