+128.2%
WMB vs USAR
-13.4%
+141.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.5% | -2.8% | +3.6% |
| 7D | -6.7% | -1.1% | -5.6% | -6.7% |
| 30D | -8.6% | -30.3% | +21.7% | -8.2% |
| 3M | -4.9% | -54.7% | +49.8% | -4.1% |
| 6M | -6.3% | -67.5% | +61.2% | -5.2% |
| YTD | +13.0% | -26.4% | +39.4% | +12.6% |
| 1Y | +14.9% | -49.5% | +64.5% | +15.0% |
| 3Y | +113.4% | -14.5% | +127.8% | +124.5% |
| All | +128.2% | -13.4% | +141.6% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling