+13.0%
WMB vs ROL
-32.4%
+45.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.8% |
| 7D | -6.7% | +7.5% | -14.2% | -6.5% |
| 30D | -8.6% | +21.1% | -29.7% | -8.5% |
| 3M | -4.9% | +3.1% | -8.1% | -4.2% |
| 6M | -6.3% | -27.4% | +21.1% | -2.6% |
| YTD | +13.0% | -34.7% | +47.7% | +17.8% |
| All | +13.0% | -32.4% | +45.4% | +17.5% |
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 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