+120.7%
WMB vs SN
+441.3%
-320.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +1.6% | +3.5% | -1.9% | +1.3% |
| 30D | -7.1% | +19.4% | -26.5% | -8.4% |
| 3M | -4.0% | +20.9% | -24.9% | -5.6% |
| 6M | -5.7% | +111.1% | -116.8% | -12.1% |
| YTD | +17.2% | +102.8% | -85.6% | +9.4% |
| 1Y | +17.2% | +146.2% | -129.0% | +6.9% |
| All | +120.7% | +441.3% | -320.6% | +76.2% |
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