+20.6%
ABNB vs WMB
+349.2%
-328.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.3% | -6.3% | -4.7% |
| 7D | -4.4% | +0.8% | -5.2% | -4.6% |
| 30D | -2.0% | +7.7% | -9.7% | -4.1% |
| 3M | +29.8% | +6.7% | +23.1% | +26.6% |
| 6M | +31.0% | +3.6% | +27.4% | +28.4% |
| YTD | +28.6% | +28.0% | +0.6% | +16.6% |
| 1Y | +40.1% | +37.6% | +2.4% | +23.1% |
| 3Y | +19.7% | +149.0% | -129.3% | -18.3% |
| 5Y | +6.5% | +285.3% | -278.8% | -28.4% |
| All | +20.6% | +349.2% | -328.6% | -13.9% |
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