+100.5%
WMB vs SN
+397.9%
-297.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -0.5% |
| 7D | -13.8% | +7.2% | -21.0% | -14.3% |
| 30D | -10.3% | +20.4% | -30.7% | -11.7% |
| 3M | -10.1% | +23.9% | -34.0% | -11.7% |
| 6M | -11.8% | +93.0% | -104.9% | -17.1% |
| YTD | +8.9% | +99.2% | -90.3% | +1.8% |
| 1Y | +14.0% | +142.6% | -128.6% | +4.1% |
| 3Y | +100.5% | +398.8% | -298.3% | +62.8% |
| All | +100.5% | +397.9% | -297.4% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling