+127.3%
WMB vs SN
+671.3%
-543.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -0.7% |
| 7D | +7.8% | +1.5% | +6.3% | +7.7% |
| 30D | -5.1% | +21.5% | -26.6% | -6.3% |
| 3M | -4.7% | +20.0% | -24.8% | -5.9% |
| 6M | -7.4% | +119.9% | -127.3% | -12.6% |
| YTD | +17.5% | +102.3% | -84.8% | +11.3% |
| 1Y | +19.5% | +148.0% | -128.5% | +11.2% |
| 3Y | +121.3% | +450.0% | -328.7% | +98.0% |
| All | +127.3% | +671.3% | -543.9% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling