+278.8%
WMB vs PWR
+443.9%
-165.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +0.6% | +3.6% | -3.0% | -0.3% |
| 30D | +3.3% | -8.6% | +11.8% | +5.3% |
| 3M | +3.1% | -13.2% | +16.3% | +5.8% |
| 6M | -0.7% | +9.9% | -10.6% | -4.6% |
| YTD | +25.2% | +48.0% | -22.9% | +10.9% |
| 1Y | +32.9% | +66.2% | -33.3% | +13.3% |
| 3Y | +140.6% | +195.1% | -54.6% | +72.7% |
| All | +278.8% | +443.9% | -165.1% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling