+120.7%
WMB vs SO
+53.1%
+67.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | -7.1% | +7.8% | -14.9% | -9.5% |
| 3M | -4.0% | +2.9% | -6.9% | -5.0% |
| 6M | -5.7% | +2.5% | -8.2% | -6.6% |
| YTD | +17.2% | +10.3% | +6.9% | +13.7% |
| 1Y | +17.2% | +6.4% | +10.8% | +14.8% |
| All | +120.7% | +53.1% | +67.6% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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