+25.2%
ABNB vs WMB
+314.4%
-289.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +6.5% | +8.1% | -1.6% | +4.6% |
| 30D | +9.4% | -6.9% | +16.3% | +10.8% |
| 3M | +0.6% | -5.1% | +5.7% | +1.1% |
| 6M | +33.7% | -5.7% | +39.4% | +33.8% |
| YTD | +33.5% | +18.1% | +15.4% | +22.7% |
| 1Y | +48.8% | +18.4% | +30.4% | +36.6% |
| 3Y | +53.3% | +122.7% | -69.4% | +7.5% |
| 5Y | -12.3% | +202.0% | -214.3% | -41.2% |
| All | +25.2% | +314.4% | -289.2% | -9.4% |
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