+151.2%
WMB vs RUN
-25.4%
+176.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +3.9% |
| 7D | -6.7% | +18.1% | -24.7% | -7.9% |
| 30D | -8.6% | +27.5% | -36.0% | -10.4% |
| 3M | -4.9% | -4.5% | -0.4% | -5.0% |
| 6M | -6.3% | -33.3% | +27.0% | -4.4% |
| YTD | +13.0% | -47.1% | +60.0% | +15.7% |
| 1Y | +14.9% | -43.1% | +58.1% | +16.8% |
| 3Y | +113.4% | -3.0% | +116.4% | +85.3% |
| 5Y | +190.2% | -82.6% | +272.8% | +186.6% |
| 10Y | +259.9% | +103.3% | +156.5% | +140.6% |
| All | +151.2% | -25.4% | +176.6% | +79.5% |
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