+280.9%
WMB vs ROL
+214.5%
+66.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | -7.1% | +20.6% | -27.7% | -11.7% |
| 3M | -4.0% | +4.5% | -8.5% | -5.5% |
| 6M | -5.7% | -26.5% | +20.8% | +1.8% |
| YTD | +17.2% | -34.8% | +52.0% | +30.2% |
| 1Y | +17.2% | -33.2% | +50.4% | +29.2% |
| 3Y | +121.1% | +4.5% | +116.6% | +111.3% |
| 5Y | +197.2% | +15.5% | +181.6% | +169.6% |
| 10Y | +280.9% | +217.2% | +63.7% | +162.9% |
| All | +280.9% | +214.5% | +66.4% | +162.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling