+140.7%
GOOG vs WMB
+145.3%
-4.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | -7.7% | +4.6% | -12.2% | -8.3% |
| 3M | -9.3% | +5.7% | -15.0% | -10.5% |
| 6M | +7.4% | +4.2% | +3.3% | +6.1% |
| YTD | +4.9% | +26.8% | -22.0% | -1.0% |
| 1Y | +37.2% | +34.7% | +2.5% | +27.2% |
| All | +140.7% | +145.3% | -4.7% | +93.5% |
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 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