+130.6%
WMB vs Z
+6.9%
+123.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | 0.0% |
| 7D | -13.8% | -4.6% | -9.3% | -13.5% |
| 30D | -10.3% | +8.3% | -18.6% | -11.8% |
| 3M | -10.1% | -11.6% | +1.6% | -9.4% |
| 6M | -11.8% | -33.6% | +21.8% | -8.0% |
| YTD | +8.9% | -56.7% | +65.6% | +19.9% |
| 1Y | +14.0% | -59.1% | +73.1% | +26.3% |
| 3Y | +100.5% | -20.4% | +120.9% | +93.4% |
| 5Y | +179.5% | -55.3% | +234.8% | +183.3% |
| 10Y | +272.7% | -14.2% | +287.0% | +153.5% |
| All | +130.6% | +6.9% | +123.7% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling