+18.4%
WMB vs PR
+76.2%
-57.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.1% |
| 7D | +8.1% | +6.7% | +1.4% | +5.9% |
| 30D | -6.9% | -6.1% | -0.7% | -5.1% |
| 3M | -5.1% | +6.9% | -11.9% | -6.7% |
| 6M | -5.7% | +14.6% | -20.3% | -9.4% |
| YTD | +18.1% | +66.1% | -48.1% | +0.6% |
| 1Y | +18.4% | +77.0% | -58.6% | -2.5% |
| All | +18.4% | +76.2% | -57.8% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling