+178.3%
WMB vs RUN
-31.9%
+210.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | +0.6% | +1.3% | -0.7% | +0.5% |
| 30D | +3.3% | -15.3% | +18.5% | +4.3% |
| 3M | +3.1% | -40.0% | +43.1% | +6.6% |
| 6M | -0.7% | -27.0% | +26.2% | +0.7% |
| YTD | +25.2% | -51.7% | +76.8% | +29.5% |
| 1Y | +32.9% | -45.9% | +78.8% | +35.2% |
| 3Y | +140.6% | -43.8% | +184.3% | +120.5% |
| 5Y | +273.5% | -80.5% | +353.9% | +261.2% |
| 10Y | +334.2% | +45.3% | +288.9% | +196.9% |
| All | +178.3% | -31.9% | +210.2% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling