+23.7%
WMB vs WCN
+16.1%
+7.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.8% | -9.1% | -6.1% |
| 7D | -8.6% | +6.7% | -15.3% | -8.2% |
| 30D | -4.2% | +24.3% | -28.5% | -3.9% |
| 3M | -4.4% | +16.1% | -20.5% | -3.6% |
| 6M | -8.7% | +19.9% | -28.6% | -8.4% |
| YTD | +15.4% | +10.1% | +5.3% | +15.6% |
| 1Y | +23.7% | +14.4% | +9.3% | +24.0% |
| All | +23.7% | +16.1% | +7.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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