+4,841.7%
WMB vs ROP
+25,523.2%
-20,681.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.4% |
| 7D | +0.6% | -4.4% | +5.0% | +2.2% |
| 30D | +3.3% | +3.2% | 0.0% | +1.9% |
| 3M | +3.1% | +23.1% | -19.9% | -5.1% |
| 6M | -0.7% | +13.3% | -14.0% | -6.3% |
| YTD | +25.2% | -7.9% | +33.0% | +26.2% |
| 1Y | +32.9% | -22.1% | +54.9% | +42.3% |
| 3Y | +140.6% | -16.8% | +157.4% | +149.2% |
| 5Y | +273.5% | -13.5% | +287.0% | +276.6% |
| 10Y | +334.2% | +137.7% | +196.5% | +202.3% |
| All | +4,841.7% | +25,523.2% | -20,681.5% | +1,653.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling