+122.4%
WMB vs S
+42.2%
+80.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.3% | +7.0% | +1.1% |
| 7D | +8.1% | +4.1% | +4.0% | +7.8% |
| 30D | -6.9% | -7.2% | +0.3% | -6.6% |
| 3M | -5.1% | 0.0% | -5.1% | -5.1% |
| 6M | -5.7% | +41.6% | -47.3% | -7.2% |
| YTD | +18.1% | +48.6% | -30.5% | +15.7% |
| 1Y | +18.4% | +30.0% | -11.6% | +17.1% |
| All | +122.4% | +42.2% | +80.2% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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