+270.1%
WMB vs REPL
+36.1%
+234.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.4% | +8.6% | +2.4% |
| 7D | +1.6% | +5.3% | -3.7% | +1.4% |
| 30D | -7.1% | +66.6% | -73.7% | -8.8% |
| 3M | -4.0% | +59.6% | -63.6% | -5.7% |
| 6M | -5.7% | +482.4% | -488.1% | -14.0% |
| YTD | +17.2% | +124.1% | -106.9% | +8.3% |
| 1Y | +17.2% | +138.6% | -121.4% | +8.0% |
| 3Y | +121.1% | +96.0% | +25.0% | +80.1% |
| 5Y | +197.2% | -35.4% | +232.6% | +161.0% |
| All | +270.1% | +36.1% | +234.0% | +158.9% |
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