+122.4%
WMB vs ROL
+3.2%
+119.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +0.9% |
| 7D | +8.1% | -1.7% | +9.8% | +8.2% |
| 30D | -6.9% | +18.5% | -25.4% | -8.8% |
| 3M | -5.1% | +4.3% | -9.4% | -5.4% |
| 6M | -5.7% | -27.7% | +22.0% | -0.2% |
| YTD | +18.1% | -35.8% | +53.9% | +27.0% |
| 1Y | +18.4% | -34.1% | +52.5% | +26.6% |
| All | +122.4% | +3.2% | +119.2% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling