+278.8%
WMB vs UL
+23.5%
+255.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.6% | -1.3% | +1.9% | +0.7% |
| 30D | +3.3% | +0.5% | +2.8% | +3.2% |
| 3M | +3.1% | +17.6% | -14.5% | +1.3% |
| 6M | -0.7% | -5.4% | +4.7% | -0.1% |
| YTD | +25.2% | +0.7% | +24.5% | +24.9% |
| 1Y | +32.9% | -9.3% | +42.1% | +34.2% |
| 3Y | +140.6% | +24.5% | +116.0% | +132.1% |
| All | +278.8% | +23.5% | +255.3% | +260.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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