+1,290.4%
WMB vs RL
+1,366.2%
-75.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.5% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +3.3% | -7.8% | +11.0% | +5.8% |
| 3M | +3.1% | -4.0% | +7.1% | +3.9% |
| 6M | -0.7% | -1.9% | +1.2% | -1.8% |
| YTD | +25.2% | -0.2% | +25.3% | +22.7% |
| 1Y | +32.9% | +10.7% | +22.2% | +25.4% |
| 3Y | +140.6% | +210.8% | -70.2% | +55.4% |
| 5Y | +273.5% | +238.2% | +35.2% | +124.2% |
| 10Y | +334.2% | +313.4% | +20.8% | +119.9% |
| All | +1,290.4% | +1,366.2% | -75.7% | +296.7% |
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