+27.6%
WMB vs REGN
+41.3%
-13.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | -1.0% | -5.6% | +4.5% | -0.9% |
| 30D | -0.4% | -2.0% | +1.5% | -0.4% |
| 3M | +3.2% | +28.0% | -24.7% | +2.2% |
| 6M | +0.1% | +1.2% | -1.1% | -0.3% |
| YTD | +23.9% | +1.6% | +22.2% | +23.4% |
| 1Y | +27.6% | +38.2% | -10.6% | +24.1% |
| All | +27.6% | +41.3% | -13.7% | +24.1% |
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