+23.7%
WMB vs ROP
+10.4%
+13.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.9% | -10.3% | -5.5% |
| 7D | -8.6% | +11.7% | -20.3% | -6.5% |
| 30D | -4.2% | +35.5% | -39.6% | +1.6% |
| 3M | -4.4% | +25.6% | -30.1% | 0.0% |
| 6M | -8.7% | +39.3% | -47.9% | -2.4% |
| YTD | +15.4% | +11.6% | +3.7% | +22.9% |
| 1Y | +23.7% | +10.6% | +13.1% | +32.3% |
| All | +23.7% | +10.4% | +13.3% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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