+746.7%
GOOGL vs WMB
+315.8%
+430.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -1.9% | 0.0% | -1.8% | -1.9% |
| 30D | -7.5% | +4.6% | -12.0% | -8.6% |
| 3M | -9.2% | +5.7% | -14.9% | -10.9% |
| 6M | +8.1% | +4.2% | +3.9% | +6.2% |
| YTD | +5.8% | +26.8% | -21.0% | -1.5% |
| 1Y | +38.3% | +34.7% | +3.7% | +26.2% |
| 3Y | +144.8% | +146.8% | -2.0% | +86.6% |
| 5Y | +132.5% | +285.0% | -152.5% | +55.3% |
| 10Y | +746.7% | +313.2% | +433.5% | +425.7% |
| All | +746.7% | +315.8% | +430.9% | +425.7% |
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 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