+23.7%
WMB vs REGN
+45.3%
-21.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.0% | -6.4% |
| 7D | -8.6% | +14.4% | -23.1% | -8.2% |
| 30D | -4.2% | +28.1% | -32.3% | -3.6% |
| 3M | -4.4% | +22.5% | -26.9% | -4.0% |
| 6M | -8.7% | +31.6% | -40.3% | -8.6% |
| YTD | +15.4% | +21.0% | -5.7% | +15.6% |
| 1Y | +23.7% | +49.0% | -25.2% | +26.9% |
| All | +23.7% | +45.3% | -21.6% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling