+100.5%
WMB vs ROL
+3.8%
+96.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | -13.8% | +9.5% | -23.3% | -14.6% |
| 30D | -10.3% | +22.9% | -33.3% | -12.6% |
| 3M | -10.1% | +3.5% | -13.6% | -10.3% |
| 6M | -11.8% | -29.4% | +17.5% | -6.4% |
| YTD | +8.9% | -36.1% | +45.0% | +17.2% |
| 1Y | +14.0% | -34.4% | +48.3% | +21.9% |
| 3Y | +100.5% | +4.0% | +96.5% | +107.6% |
| All | +100.5% | +3.8% | +96.7% | +107.6% |
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