+567.3%
WMB vs PR
+160.5%
+406.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.5% | +0.2% | -5.2% |
| 7D | -8.6% | -12.1% | +3.5% | -6.5% |
| 30D | -4.2% | +0.9% | -5.1% | -4.3% |
| 3M | -4.4% | +10.1% | -14.5% | -6.1% |
| 6M | -8.7% | +1.1% | -9.8% | -9.1% |
| YTD | +15.4% | +63.7% | -48.3% | +5.5% |
| 1Y | +23.7% | +87.0% | -63.3% | +10.5% |
| 3Y | +110.4% | +70.7% | +39.7% | +87.7% |
| 5Y | +198.9% | +246.8% | -47.9% | +128.9% |
| 10Y | +294.7% | +72.6% | +222.1% | +166.5% |
| All | +567.3% | +160.5% | +406.9% | +327.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling