+123.4%
GOOGL vs WMB
+110.9%
+12.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.8% |
| 7D | +3.3% | -6.7% | +9.9% | +3.9% |
| 30D | -18.1% | -8.6% | -9.5% | -17.4% |
| 3M | -18.6% | -4.9% | -13.7% | -18.5% |
| 6M | -28.0% | -6.3% | -21.7% | -28.2% |
| YTD | -7.8% | +13.0% | -20.7% | -11.5% |
| 1Y | +3.6% | +14.9% | -11.3% | -1.1% |
| 3Y | +123.4% | +113.4% | +10.0% | +99.4% |
| All | +123.4% | +110.9% | +12.5% | +99.4% |
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