-2.5%
IBM vs WMB
+31.9%
-34.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | +0.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.1% |
| 30D | +0.3% | +3.3% | -3.0% | +1.2% |
| 3M | -21.6% | +3.1% | -24.7% | -20.9% |
| 6M | -4.7% | -0.7% | -4.0% | -3.9% |
| YTD | -19.1% | +25.2% | -44.2% | -19.3% |
| 1Y | -2.5% | +32.9% | -35.4% | +1.1% |
| All | -2.5% | +31.9% | -34.4% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling