+142.3%
WMB vs Z
-33.7%
+176.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.2% |
| 7D | +0.6% | -3.0% | +3.6% | +0.6% |
| 30D | +3.3% | -4.2% | +7.4% | +3.3% |
| 3M | +3.1% | -3.7% | +6.8% | +3.3% |
| 6M | -0.7% | -24.5% | +23.8% | +0.6% |
| YTD | +25.2% | -49.3% | +74.5% | +29.9% |
| 1Y | +32.9% | -58.7% | +91.5% | +39.7% |
| All | +142.3% | -33.7% | +176.0% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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