+5,376.0%
WMB vs ROL
+9,030.3%
-3,654.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.6% | -1.4% | +2.0% | +1.1% |
| 30D | +3.3% | -4.1% | +7.3% | +4.8% |
| 3M | +3.1% | -22.5% | +25.6% | +12.9% |
| 6M | -0.7% | -37.7% | +37.0% | +17.9% |
| YTD | +25.2% | -39.6% | +64.7% | +49.6% |
| 1Y | +32.9% | -36.0% | +68.9% | +54.7% |
| 3Y | +140.6% | -5.1% | +145.7% | +136.0% |
| 5Y | +273.5% | -3.4% | +276.8% | +253.7% |
| 10Y | +334.2% | +215.2% | +119.0% | +141.2% |
| All | +5,376.0% | +9,030.3% | -3,654.3% | +762.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling