+5,376.0%
WMB vs RF
+1,537.4%
+3,838.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.6% | +1.3% | -0.7% | +0.1% |
| 30D | +3.3% | -3.6% | +6.9% | +4.4% |
| 3M | +3.1% | +8.1% | -5.0% | +0.6% |
| 6M | -0.7% | +11.5% | -12.2% | -4.3% |
| YTD | +25.2% | +15.6% | +9.6% | +18.9% |
| 1Y | +32.9% | +15.7% | +17.2% | +26.0% |
| 3Y | +140.6% | +86.9% | +53.7% | +93.2% |
| 5Y | +273.5% | +89.8% | +183.6% | +191.4% |
| 10Y | +334.2% | +344.7% | -10.5% | +156.3% |
| All | +5,376.0% | +1,537.4% | +3,838.6% | +1,866.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling