+383.5%
WMB vs RVMD
+644.5%
-261.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.6% | +1.0% | -0.5% | +0.5% |
| 30D | +3.3% | +6.4% | -3.2% | +2.6% |
| 3M | +3.1% | +34.9% | -31.8% | +0.2% |
| 6M | -0.7% | +107.6% | -108.3% | -8.3% |
| YTD | +25.2% | +163.7% | -138.5% | +12.0% |
| 1Y | +32.9% | +439.2% | -406.3% | +9.9% |
| 3Y | +140.6% | +499.2% | -358.6% | +90.8% |
| 5Y | +273.5% | +621.7% | -348.3% | +175.3% |
| All | +383.5% | +644.5% | -261.0% | +184.1% |
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