+1,110.3%
WMB vs RL
+1,476.5%
-366.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | -13.8% | -4.2% | -9.7% | -12.8% |
| 30D | -10.3% | +4.3% | -14.6% | -11.8% |
| 3M | -10.1% | -4.6% | -5.5% | -9.2% |
| 6M | -11.8% | +1.7% | -13.6% | -13.7% |
| YTD | +8.9% | +7.3% | +1.6% | +3.9% |
| 1Y | +14.0% | +20.8% | -6.8% | +4.4% |
| 3Y | +100.5% | +247.0% | -146.4% | +24.6% |
| 5Y | +179.5% | +225.5% | -45.9% | +70.4% |
| 10Y | +272.7% | +363.0% | -90.3% | +81.1% |
| All | +1,110.3% | +1,476.5% | -366.2% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling