+302.1%
WMB vs ROP
+134.1%
+167.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.1% | +3.5% |
| 7D | +0.8% | -5.4% | +6.2% | +3.1% |
| 30D | +7.7% | -1.6% | +9.4% | +8.2% |
| 3M | +6.7% | +18.8% | -12.1% | -2.2% |
| 6M | +3.6% | +8.2% | -4.6% | -1.4% |
| YTD | +28.0% | -10.5% | +38.5% | +32.2% |
| 1Y | +37.6% | -23.7% | +61.4% | +54.0% |
| 3Y | +149.0% | -17.9% | +166.9% | +163.0% |
| 5Y | +285.3% | -15.3% | +300.7% | +291.8% |
| 10Y | +302.1% | +133.4% | +168.7% | +127.7% |
| All | +302.1% | +134.1% | +167.9% | +127.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling