+149.0%
WMB vs RNG
+120.7%
+28.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.4% | +6.6% | +2.3% |
| 7D | +0.8% | -0.8% | +1.6% | +0.8% |
| 30D | +7.7% | +11.4% | -3.7% | +7.6% |
| 3M | +6.7% | +72.1% | -65.4% | +6.0% |
| 6M | +3.6% | +67.9% | -64.3% | +2.9% |
| YTD | +28.0% | +144.3% | -116.3% | +25.0% |
| 1Y | +37.6% | +117.5% | -79.9% | +35.2% |
| 3Y | +149.0% | +123.9% | +25.2% | +137.2% |
| All | +149.0% | +120.7% | +28.4% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling