+121.0%
GOOG vs WMB
+121.9%
-0.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +3.0% | +7.8% | -4.8% | +2.2% |
| 30D | -14.9% | -5.1% | -9.8% | -14.5% |
| 3M | -14.9% | -4.7% | -10.2% | -14.6% |
| 6M | -26.6% | -7.4% | -19.2% | -26.3% |
| YTD | -6.6% | +17.5% | -24.1% | -11.0% |
| 1Y | +5.1% | +19.5% | -14.4% | -0.4% |
| 3Y | +121.0% | +121.3% | -0.3% | +90.7% |
| All | +121.0% | +121.9% | -0.9% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling