+32.9%
WMB vs ROL
-35.4%
+68.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +0.6% | -1.4% | +2.0% | +0.7% |
| 30D | +3.3% | -4.1% | +7.3% | +3.5% |
| 3M | +3.1% | -22.5% | +25.6% | +5.4% |
| 6M | -0.7% | -37.7% | +37.0% | +3.3% |
| YTD | +25.2% | -39.6% | +64.7% | +30.1% |
| 1Y | +32.9% | -36.0% | +68.9% | +37.0% |
| All | +32.9% | -35.4% | +68.3% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling