+120.7%
WMB vs RVMD
+824.3%
-703.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.4% | +8.6% | +2.5% |
| 7D | +1.6% | -9.5% | +11.1% | +2.0% |
| 30D | -7.1% | -6.8% | -0.2% | -6.8% |
| 3M | -4.0% | -12.1% | +8.1% | -3.5% |
| 6M | -5.7% | +25.4% | -31.1% | -6.8% |
| YTD | +17.2% | +126.9% | -109.7% | +10.8% |
| 1Y | +17.2% | +182.0% | -164.8% | +8.7% |
| All | +120.7% | +824.3% | -703.6% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling