+259.9%
WMB vs RIG
-46.5%
+306.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +3.9% |
| 7D | -6.7% | -17.0% | +10.4% | -3.5% |
| 30D | -8.6% | -6.2% | -2.4% | -7.6% |
| 3M | -4.9% | -1.7% | -3.2% | -5.1% |
| 6M | -6.3% | -19.2% | +12.9% | -3.6% |
| YTD | +13.0% | +25.2% | -12.2% | +6.2% |
| 1Y | +14.9% | +29.9% | -15.0% | +7.2% |
| 3Y | +113.4% | -21.3% | +134.7% | +107.0% |
| 5Y | +190.2% | +40.5% | +149.7% | +133.2% |
| 10Y | +259.9% | -49.6% | +309.4% | +152.0% |
| All | +259.9% | -46.5% | +306.3% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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