+302.1%
WMB vs RRC
+7.9%
+294.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.5% | +2.3% |
| 7D | +0.8% | -1.2% | +2.0% | +1.1% |
| 30D | +7.7% | +9.4% | -1.7% | +5.4% |
| 3M | +6.7% | +7.4% | -0.7% | +4.7% |
| 6M | +3.6% | +1.5% | +2.2% | +3.0% |
| YTD | +28.0% | +19.4% | +8.6% | +22.0% |
| 1Y | +37.6% | +24.2% | +13.4% | +29.4% |
| 3Y | +149.0% | +32.8% | +116.2% | +127.7% |
| 5Y | +285.3% | +152.9% | +132.4% | +191.7% |
| 10Y | +302.1% | +3.9% | +298.2% | +192.1% |
| All | +302.1% | +7.9% | +294.2% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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