+5,376.0%
WMB vs UL
+2,661.1%
+2,714.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.6% | -1.3% | +1.9% | +1.2% |
| 30D | +3.3% | +0.5% | +2.8% | +2.9% |
| 3M | +3.1% | +17.6% | -14.5% | -5.0% |
| 6M | -0.7% | -5.4% | +4.7% | +0.7% |
| YTD | +25.2% | +0.7% | +24.5% | +22.9% |
| 1Y | +32.9% | -9.3% | +42.1% | +36.4% |
| 3Y | +140.6% | +24.5% | +116.0% | +108.8% |
| 5Y | +273.5% | +23.2% | +250.2% | +215.7% |
| 10Y | +334.2% | +64.5% | +269.7% | +204.6% |
| All | +5,376.0% | +2,661.1% | +2,714.9% | +1,242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling