+100.5%
WMB vs S
+34.5%
+66.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -13.8% | -13.4% | -0.4% | -13.3% |
| 30D | -10.3% | -14.0% | +3.7% | -9.8% |
| 3M | -10.1% | +4.9% | -14.9% | -10.2% |
| 6M | -11.8% | +42.0% | -53.9% | -13.3% |
| YTD | +8.9% | +45.1% | -36.2% | +7.0% |
| 1Y | +14.0% | +33.1% | -19.1% | +12.5% |
| 3Y | +100.5% | +40.6% | +59.9% | +89.4% |
| All | +100.5% | +34.5% | +66.1% | +89.4% |
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