+623.9%
WMB vs PR
+169.5%
+454.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +0.6% | +2.9% | -2.3% | +0.1% |
| 30D | +3.3% | +18.0% | -14.8% | +0.2% |
| 3M | +3.1% | +16.9% | -13.7% | +0.2% |
| 6M | -0.7% | +28.2% | -28.9% | -5.3% |
| YTD | +25.2% | +69.3% | -44.2% | +13.8% |
| 1Y | +32.9% | +69.5% | -36.6% | +20.5% |
| 3Y | +140.6% | +81.7% | +58.9% | +112.1% |
| 5Y | +273.5% | +422.2% | -148.8% | +167.9% |
| 10Y | +334.2% | +110.4% | +223.8% | +185.6% |
| All | +623.9% | +169.5% | +454.5% | +361.4% |
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 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