+3,835.4%
WMB vs SNY
+241.5%
+3,593.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | -1.7% | -3.6% | +2.0% | +0.4% |
| 30D | +0.7% | -1.9% | +2.6% | +1.6% |
| 3M | +1.5% | -2.0% | +3.5% | +1.8% |
| 6M | +0.1% | +2.5% | -2.5% | -2.7% |
| YTD | +22.9% | -7.0% | +29.9% | +25.7% |
| 1Y | +27.9% | -4.4% | +32.2% | +27.8% |
| 3Y | +139.1% | -8.4% | +147.6% | +128.6% |
| 5Y | +270.9% | +9.5% | +261.4% | +201.3% |
| 10Y | +300.4% | +64.3% | +236.1% | +128.2% |
| All | +3,835.4% | +241.5% | +3,593.9% | +686.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling