+295.3%
WMB vs REPL
-6.0%
+301.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | +0.6% | -3.0% | +3.5% | +0.7% |
| 30D | +3.3% | +27.1% | -23.9% | +2.4% |
| 3M | +3.1% | +52.4% | -49.3% | +0.2% |
| 6M | -0.7% | +107.4% | -108.2% | -8.0% |
| YTD | +25.2% | +54.7% | -29.6% | +17.3% |
| 1Y | +32.9% | +158.9% | -126.0% | +18.6% |
| 3Y | +140.6% | -23.7% | +164.3% | +109.0% |
| 5Y | +273.5% | -54.3% | +327.8% | +231.4% |
| All | +295.3% | -6.0% | +301.3% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling