+1,587.5%
AMAT vs WMB
+333.1%
+1,254.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | -14.8% | +3.3% | -18.1% | -16.3% |
| 3M | -9.3% | +3.1% | -12.4% | -10.9% |
| 6M | +27.4% | -0.7% | +28.1% | +26.7% |
| YTD | +77.6% | +25.2% | +52.4% | +58.7% |
| 1Y | +188.9% | +32.9% | +156.1% | +150.1% |
| 3Y | +202.3% | +140.6% | +61.7% | +96.0% |
| 5Y | +248.9% | +273.5% | -24.6% | +82.8% |
| All | +1,587.5% | +333.1% | +1,254.3% | +666.5% |
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