+251.2%
WMB vs S
-56.8%
+308.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +0.6% | -7.7% | +8.3% | +0.9% |
| 30D | +3.3% | -5.3% | +8.6% | +3.4% |
| 3M | +3.1% | +20.3% | -17.1% | +2.2% |
| 6M | -0.7% | +47.4% | -48.1% | -2.6% |
| YTD | +25.2% | +32.5% | -7.4% | +23.2% |
| 1Y | +32.9% | +9.5% | +23.3% | +31.9% |
| 3Y | +140.6% | +15.5% | +125.0% | +135.9% |
| 5Y | +273.5% | -71.2% | +344.7% | +268.9% |
| All | +251.2% | -56.8% | +308.0% | +245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling