+17.2%
ABNB vs WMB
+345.2%
-328.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -7.4% | 0.0% | -7.4% | -7.5% |
| 30D | -8.2% | +4.6% | -12.8% | -9.5% |
| 3M | +29.1% | +5.7% | +23.4% | +26.3% |
| 6M | +26.6% | +4.2% | +22.4% | +23.7% |
| YTD | +25.0% | +26.8% | -1.9% | +13.6% |
| 1Y | +37.0% | +34.7% | +2.3% | +21.3% |
| 3Y | +16.3% | +146.8% | -130.5% | -20.4% |
| 5Y | +2.2% | +285.0% | -282.8% | -31.0% |
| All | +17.2% | +345.2% | -328.0% | -16.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling