+190.9%
WMB vs RACE
+670.3%
-479.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -4.6% |
| 7D | -14.2% | +5.7% | -19.9% | -15.7% |
| 30D | -11.2% | +9.3% | -20.5% | -13.8% |
| 3M | -9.9% | +3.8% | -13.7% | -11.4% |
| 6M | -14.4% | +29.8% | -44.1% | -22.3% |
| YTD | +9.2% | +15.6% | -6.4% | +2.1% |
| 1Y | +15.1% | +5.1% | +10.0% | +11.0% |
| 3Y | +99.2% | +30.8% | +68.4% | +68.0% |
| 5Y | +180.2% | +67.4% | +112.8% | +108.4% |
| 10Y | +273.7% | +793.6% | -519.9% | +14.6% |
| All | +190.9% | +670.3% | -479.4% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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