+200.8%
WMB vs RL
+239.2%
-38.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | +7.8% | +2.6% | +5.2% | +7.3% |
| 30D | -5.1% | +2.9% | -8.0% | -5.7% |
| 3M | -4.7% | 0.0% | -4.7% | -4.9% |
| 6M | -7.4% | +17.1% | -24.5% | -10.7% |
| YTD | +17.5% | +10.1% | +7.3% | +13.9% |
| 1Y | +19.5% | +17.3% | +2.2% | +14.1% |
| 3Y | +121.3% | +249.3% | -128.1% | +61.9% |
| All | +200.8% | +239.2% | -38.3% | +111.2% |
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