+202.0%
WMB vs RL
+243.2%
-41.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +8.1% | +2.4% | +5.7% | +7.6% |
| 30D | -6.9% | +4.6% | -11.4% | -7.7% |
| 3M | -5.1% | -1.1% | -4.0% | -5.1% |
| 6M | -5.7% | +16.5% | -22.2% | -9.0% |
| YTD | +18.1% | +11.4% | +6.7% | +14.3% |
| 1Y | +18.4% | +16.1% | +2.3% | +13.4% |
| 3Y | +122.7% | +252.6% | -129.9% | +62.7% |
| 5Y | +202.0% | +244.9% | -42.8% | +111.5% |
| All | +202.0% | +243.2% | -41.1% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 5y: compounded portfolio wealth divided by compounded RL 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…
5y analysis · Full analysis span regression · 6 months rolling