+1,237.1%
AAPL vs WMB
+315.8%
+921.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -3.0% | 0.0% | -2.9% | -3.0% |
| 30D | +2.3% | +4.6% | -2.3% | +1.0% |
| 3M | +8.6% | +5.7% | +2.9% | +6.5% |
| 6M | +21.6% | +4.2% | +17.4% | +19.4% |
| YTD | +16.3% | +26.8% | -10.5% | +8.0% |
| 1Y | +35.1% | +34.7% | +0.4% | +22.8% |
| 3Y | +79.4% | +146.8% | -67.4% | +34.0% |
| 5Y | +109.8% | +285.0% | -175.2% | +36.7% |
| 10Y | +1,237.1% | +313.2% | +923.9% | +716.4% |
| All | +1,237.1% | +315.8% | +921.3% | +716.4% |
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