+244.1%
WMB vs REPL
+35.1%
+209.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.0% | -8.3% | -0.5% |
| 7D | -13.8% | +22.8% | -36.6% | -14.4% |
| 30D | -10.3% | +63.8% | -74.1% | -11.9% |
| 3M | -10.1% | +68.1% | -78.2% | -11.8% |
| 6M | -11.8% | +528.5% | -540.3% | -19.9% |
| YTD | +8.9% | +122.4% | -113.5% | +0.7% |
| 1Y | +14.0% | +154.4% | -140.4% | +4.7% |
| 3Y | +100.5% | +68.0% | +32.5% | +65.5% |
| 5Y | +179.5% | -35.4% | +214.9% | +145.4% |
| All | +244.1% | +35.1% | +209.0% | +140.8% |
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