+1,298.3%
AAPL vs WMB
+270.0%
+1,028.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | +5.0% | -6.9% | +11.9% | +6.8% |
| 30D | +3.5% | -7.2% | +10.7% | +5.2% |
| 3M | +13.1% | -5.4% | +18.5% | +14.1% |
| 6M | +19.0% | -4.9% | +23.9% | +19.4% |
| YTD | +28.5% | +14.7% | +13.8% | +21.9% |
| 1Y | +29.7% | +14.7% | +15.0% | +22.8% |
| 3Y | +89.2% | +116.4% | -27.1% | +45.6% |
| 5Y | +141.2% | +198.5% | -57.3% | +67.4% |
| All | +1,298.3% | +270.0% | +1,028.3% | +773.5% |
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