+19.5%
WMB vs RF
+18.9%
+0.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +7.8% | +1.9% | +5.9% | +7.7% |
| 30D | -5.1% | +7.3% | -12.4% | -5.5% |
| 3M | -4.7% | -7.9% | +3.2% | -4.2% |
| 6M | -7.4% | +10.5% | -17.9% | -7.5% |
| YTD | +17.5% | +9.6% | +7.8% | +15.9% |
| 1Y | +19.5% | +20.3% | -0.8% | +14.2% |
| All | +19.5% | +18.9% | +0.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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