+198.5%
WMB vs RNG
-75.4%
+273.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | -6.9% | -6.0% | -0.9% | -6.7% |
| 30D | -7.2% | -7.4% | +0.2% | -6.9% |
| 3M | -5.4% | +14.6% | -20.0% | -6.0% |
| 6M | -4.9% | +61.5% | -66.4% | -6.9% |
| YTD | +14.7% | +155.7% | -141.0% | +9.0% |
| 1Y | +14.7% | +172.5% | -157.8% | +8.5% |
| 3Y | +116.4% | +168.0% | -51.6% | +101.7% |
| 5Y | +198.5% | -73.8% | +272.3% | +208.5% |
| All | +198.5% | -75.4% | +273.9% | +208.5% |
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