+353.8%
WMB vs RVMD
+510.7%
-157.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | +7.8% | -10.4% | +18.2% | +8.8% |
| 30D | -5.1% | -11.0% | +5.9% | -4.2% |
| 3M | -4.7% | -14.7% | +10.0% | -3.6% |
| 6M | -7.4% | +14.9% | -22.3% | -9.1% |
| YTD | +17.5% | +116.3% | -98.8% | +6.8% |
| 1Y | +19.5% | +167.6% | -148.1% | +6.1% |
| 3Y | +121.3% | +776.8% | -655.5% | +69.6% |
| 5Y | +200.5% | +424.8% | -224.3% | +131.4% |
| All | +353.8% | +510.7% | -157.0% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling