+302.1%
WMB vs ROL
+203.4%
+98.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.9% |
| 7D | +0.8% | -3.4% | +4.2% | +1.7% |
| 30D | +7.7% | -6.9% | +14.7% | +9.7% |
| 3M | +6.7% | -24.6% | +31.3% | +14.8% |
| 6M | +3.6% | -39.5% | +43.2% | +18.4% |
| YTD | +28.0% | -41.1% | +69.1% | +46.8% |
| 1Y | +37.6% | -37.9% | +75.6% | +54.9% |
| 3Y | +149.0% | +0.8% | +148.2% | +139.9% |
| 5Y | +285.3% | -4.7% | +290.0% | +269.8% |
| 10Y | +302.1% | +207.9% | +94.2% | +152.4% |
| All | +302.1% | +203.4% | +98.7% | +152.4% |
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