+1,362.0%
AMAT vs WMB
+284.4%
+1,077.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.3% | -3.9% |
| 7D | +19.3% | +8.1% | +11.2% | +15.3% |
| 30D | -17.9% | -6.9% | -11.1% | -15.0% |
| 3M | -30.4% | -5.1% | -25.3% | -28.8% |
| 6M | -11.4% | -5.7% | -5.7% | -9.4% |
| YTD | +48.8% | +18.1% | +30.7% | +36.8% |
| 1Y | +66.0% | +18.4% | +47.6% | +52.2% |
| 3Y | +158.8% | +122.7% | +36.1% | +74.1% |
| 5Y | +153.2% | +202.0% | -48.9% | +46.3% |
| All | +1,362.0% | +284.4% | +1,077.6% | +594.4% |
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