+198.5%
WMB vs ROST
+111.4%
+87.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | -6.9% | +3.2% | -10.1% | -7.3% |
| 30D | -7.2% | +7.4% | -14.6% | -8.1% |
| 3M | -5.4% | -6.1% | +0.6% | -4.7% |
| 6M | -4.9% | +6.2% | -11.1% | -6.1% |
| YTD | +14.7% | +33.4% | -18.8% | +9.2% |
| 1Y | +14.7% | +48.8% | -34.1% | +7.2% |
| 3Y | +116.4% | +99.5% | +16.8% | +90.8% |
| 5Y | +198.5% | +112.7% | +85.9% | +161.4% |
| All | +198.5% | +111.4% | +87.1% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 5y: compounded portfolio wealth divided by compounded ROST 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…
5y analysis · Full analysis span regression · 6 months rolling