+270.9%
WMB vs RNG
-70.1%
+341.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.1% |
| 7D | -1.7% | -9.6% | +7.9% | -1.4% |
| 30D | +0.7% | +8.8% | -8.1% | +0.4% |
| 3M | +1.5% | +78.6% | -77.1% | -0.8% |
| 6M | +0.1% | +70.3% | -70.2% | -2.3% |
| YTD | +22.9% | +140.3% | -117.4% | +17.5% |
| 1Y | +27.9% | +126.6% | -98.8% | +22.4% |
| 3Y | +139.1% | +120.2% | +18.9% | +125.9% |
| 5Y | +270.9% | -68.3% | +339.2% | +256.6% |
| All | +270.9% | -70.1% | +341.0% | +256.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling