+137.3%
WMB vs USAR
-19.4%
+156.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.5% |
| 7D | +7.8% | -0.8% | +8.6% | +7.8% |
| 30D | -5.1% | -20.9% | +15.8% | -4.8% |
| 3M | -4.7% | -56.2% | +51.4% | -3.8% |
| 6M | -7.4% | -67.9% | +60.5% | -6.3% |
| YTD | +17.5% | -31.4% | +48.9% | +17.2% |
| 1Y | +19.5% | -45.1% | +64.5% | +19.5% |
| 3Y | +121.3% | -20.3% | +141.6% | +133.1% |
| All | +137.3% | -19.4% | +156.6% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling