+150.5%
GOOGL vs WMB
+148.7%
+1.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.3% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | -4.4% | +7.7% | -12.2% | -5.5% |
| 3M | -6.8% | +6.7% | -13.5% | -8.1% |
| 6M | +13.6% | +3.6% | +9.9% | +12.4% |
| YTD | +8.3% | +28.0% | -19.7% | +2.5% |
| 1Y | +44.9% | +37.6% | +7.3% | +34.3% |
| 3Y | +150.5% | +149.0% | +1.4% | +104.6% |
| All | +150.5% | +148.7% | +1.7% | +104.6% |
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