+259.9%
WMB vs ROL
+222.1%
+37.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.2% |
| 7D | -6.7% | +7.5% | -14.2% | -8.4% |
| 30D | -8.6% | +21.1% | -29.7% | -13.2% |
| 3M | -4.9% | +3.1% | -8.1% | -6.1% |
| 6M | -6.3% | -27.4% | +21.1% | +1.6% |
| YTD | +13.0% | -34.7% | +47.7% | +25.5% |
| 1Y | +14.9% | -32.9% | +47.9% | +26.6% |
| 3Y | +113.4% | +6.1% | +107.2% | +103.0% |
| 5Y | +190.2% | +16.3% | +173.8% | +162.6% |
| 10Y | +259.9% | +214.9% | +45.0% | +150.5% |
| All | +259.9% | +222.1% | +37.8% | +150.5% |
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