+13.0%
WMB vs SN
+143.5%
-130.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.7% |
| 7D | -6.7% | +7.6% | -14.3% | -6.5% |
| 30D | -8.6% | +24.1% | -32.6% | -8.4% |
| 3M | -4.9% | +23.7% | -28.6% | -4.8% |
| 6M | -6.3% | +105.5% | -111.8% | -6.9% |
| YTD | +13.0% | +105.1% | -92.1% | +12.5% |
| All | +13.0% | +143.5% | -130.5% | +10.4% |
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