+116.4%
WMB vs PWR
+241.6%
-125.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | -6.9% | -11.2% | +4.3% | -4.6% |
| 30D | -7.2% | -17.4% | +10.2% | -3.6% |
| 3M | -5.4% | -11.7% | +6.3% | -3.3% |
| 6M | -4.9% | -21.7% | +16.8% | -0.7% |
| YTD | +14.7% | +38.3% | -23.6% | +3.6% |
| 1Y | +14.7% | +29.6% | -14.9% | +5.2% |
| 3Y | +116.4% | +236.1% | -119.8% | +62.6% |
| All | +116.4% | +241.6% | -125.2% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling