+4,666.7%
WMB vs UL
+2,738.5%
+1,928.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.9% |
| 7D | -13.8% | +1.1% | -14.9% | -14.5% |
| 30D | -10.3% | +8.2% | -18.6% | -14.0% |
| 3M | -10.1% | +4.5% | -14.6% | -12.5% |
| 6M | -11.8% | +12.6% | -24.4% | -17.7% |
| YTD | +8.9% | +3.5% | +5.4% | +5.0% |
| 1Y | +14.0% | -0.4% | +14.4% | +11.6% |
| 3Y | +100.5% | +36.0% | +64.5% | +66.0% |
| 5Y | +179.5% | +30.9% | +148.6% | +128.2% |
| 10Y | +272.7% | +97.5% | +175.2% | +137.1% |
| All | +4,666.7% | +2,738.5% | +1,928.2% | +1,046.7% |
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