+702.3%
GOOG vs WMB
+282.5%
+419.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +3.0% | +7.8% | -4.8% | +1.1% |
| 30D | -14.9% | -5.1% | -9.8% | -14.0% |
| 3M | -14.9% | -4.7% | -10.2% | -14.3% |
| 6M | -26.6% | -7.4% | -19.2% | -25.9% |
| YTD | -6.6% | +17.5% | -24.1% | -11.8% |
| 1Y | +5.1% | +19.5% | -14.4% | -1.4% |
| 3Y | +121.0% | +121.3% | -0.3% | +72.6% |
| 5Y | +97.3% | +200.5% | -103.2% | +40.5% |
| All | +702.3% | +282.5% | +419.8% | +410.3% |
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