+4,360.7%
WMB vs ROP
+29,647.0%
-25,286.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.1% |
| 7D | -6.7% | -1.6% | -5.0% | -6.3% |
| 30D | -8.6% | +29.5% | -38.1% | -17.3% |
| 3M | -4.9% | +17.5% | -22.5% | -11.2% |
| 6M | -6.3% | +38.1% | -44.4% | -18.2% |
| YTD | +13.0% | +7.0% | +6.0% | +7.1% |
| 1Y | +14.9% | +6.5% | +8.4% | +9.0% |
| 3Y | +113.4% | -5.5% | +118.9% | +109.5% |
| 5Y | +190.2% | -0.4% | +190.5% | +176.1% |
| 10Y | +259.9% | +183.6% | +76.3% | +133.3% |
| All | +4,360.7% | +29,647.0% | -25,286.3% | +1,387.7% |
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 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