+23.7%
WMB vs UMC
+112.5%
-88.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -6.3% |
| 7D | -8.6% | -14.7% | +6.0% | -8.4% |
| 30D | -4.2% | -32.9% | +28.7% | -3.7% |
| 3M | -4.4% | -22.2% | +17.7% | -4.0% |
| 6M | -8.7% | +25.9% | -34.6% | -8.8% |
| YTD | +15.4% | +107.9% | -92.5% | +14.2% |
| 1Y | +23.7% | +115.0% | -91.3% | +22.0% |
| All | +23.7% | +112.5% | -88.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling