+1,361.6%
AAPL vs WMB
+284.4%
+1,077.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +3.2% | +8.1% | -4.9% | +1.2% |
| 30D | +4.1% | -6.9% | +10.9% | +5.7% |
| 3M | +17.5% | -5.1% | +22.6% | +18.5% |
| 6M | +20.6% | -5.7% | +26.3% | +21.3% |
| YTD | +31.0% | +18.1% | +12.9% | +23.3% |
| 1Y | +30.2% | +18.4% | +11.8% | +22.3% |
| 3Y | +92.9% | +122.7% | -29.9% | +47.3% |
| 5Y | +142.4% | +202.0% | -59.6% | +67.9% |
| All | +1,361.6% | +284.4% | +1,077.2% | +806.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling