+100.5%
WMB vs USAR
-19.7%
+120.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.8% | -11.1% | -0.4% |
| 7D | -13.8% | -14.5% | +0.7% | -13.6% |
| 30D | -10.3% | -37.8% | +27.5% | -9.8% |
| 3M | -10.1% | -52.8% | +42.7% | -9.3% |
| 6M | -11.8% | -71.2% | +59.4% | -10.6% |
| YTD | +8.9% | -30.9% | +39.8% | +8.7% |
| 1Y | +14.0% | -48.0% | +62.0% | +14.1% |
| 3Y | +100.5% | -19.7% | +120.2% | +99.4% |
| All | +100.5% | -19.7% | +120.2% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling