+152.8%
WMB vs USAR
+74.0%
+78.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +0.6% | -2.1% | +2.7% | +0.6% |
| 30D | +3.3% | +2.6% | +0.6% | +3.2% |
| 3M | +3.1% | -35.0% | +38.1% | +3.6% |
| 6M | -0.7% | -6.9% | +6.2% | -1.0% |
| YTD | +25.2% | +48.0% | -22.8% | +23.8% |
| 1Y | +32.9% | +24.8% | +8.1% | +31.6% |
| 3Y | +140.6% | +73.2% | +67.3% | +152.4% |
| All | +152.8% | +74.0% | +78.8% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling