+100.5%
WMB vs ROP
-3.5%
+104.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | -0.2% |
| 7D | -13.8% | +2.1% | -16.0% | -13.9% |
| 30D | -10.3% | +32.9% | -43.2% | -11.6% |
| 3M | -10.1% | +20.3% | -30.4% | -10.8% |
| 6M | -11.8% | +36.8% | -48.6% | -13.7% |
| YTD | +8.9% | +8.1% | +0.8% | +12.8% |
| 1Y | +14.0% | +8.3% | +5.7% | +17.9% |
| 3Y | +100.5% | -3.2% | +103.8% | +117.3% |
| All | +100.5% | -3.5% | +104.1% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling