+17.2%
WMB vs SN
+140.1%
-122.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +1.6% | +3.5% | -1.9% | +1.6% |
| 30D | -7.1% | +19.4% | -26.5% | -6.9% |
| 3M | -4.0% | +20.9% | -24.9% | -3.9% |
| 6M | -5.7% | +111.1% | -116.8% | -6.5% |
| YTD | +17.2% | +102.8% | -85.6% | +16.6% |
| 1Y | +17.2% | +146.2% | -129.0% | +14.5% |
| All | +17.2% | +140.1% | -122.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling