+283.3%
WMB vs PWR
+1,857.9%
-1,574.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | +8.1% | +19.1% | -11.0% | +1.4% |
| 30D | -6.9% | -12.0% | +5.1% | -3.2% |
| 3M | -5.1% | -10.6% | +5.5% | -2.3% |
| 6M | -5.7% | -20.8% | +15.1% | +0.1% |
| YTD | +18.1% | +43.7% | -25.7% | -1.6% |
| 1Y | +18.4% | +35.0% | -16.6% | +0.8% |
| 3Y | +122.7% | +249.4% | -126.7% | +21.7% |
| 5Y | +202.0% | +422.1% | -220.1% | +31.3% |
| All | +283.3% | +1,857.9% | -1,574.6% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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