+271.0%
WMB vs REPL
+36.8%
+234.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +7.8% | +1.2% | +6.6% | +7.8% |
| 30D | -5.1% | +92.2% | -97.3% | -7.3% |
| 3M | -4.7% | +44.1% | -48.8% | -6.1% |
| 6M | -7.4% | +313.0% | -320.4% | -14.1% |
| YTD | +17.5% | +125.2% | -107.7% | +8.5% |
| 1Y | +19.5% | +143.8% | -124.3% | +10.0% |
| 3Y | +121.3% | +104.2% | +17.1% | +79.6% |
| 5Y | +200.5% | -34.5% | +235.1% | +163.7% |
| All | +271.0% | +36.8% | +234.2% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling