+190.2%
WMB vs RUN
-83.2%
+273.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +3.8% |
| 7D | -6.7% | +18.1% | -24.7% | -7.2% |
| 30D | -8.6% | +27.5% | -36.0% | -9.4% |
| 3M | -4.9% | -4.5% | -0.4% | -4.9% |
| 6M | -6.3% | -33.3% | +27.0% | -5.3% |
| YTD | +13.0% | -47.1% | +60.0% | +14.3% |
| 1Y | +14.9% | -43.1% | +58.1% | +15.8% |
| 3Y | +113.4% | -3.0% | +116.4% | +96.3% |
| 5Y | +190.2% | -82.6% | +272.8% | +203.4% |
| All | +190.2% | -83.2% | +273.4% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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