+131.6%
IBM vs WMB
+309.4%
-177.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.8% |
| 7D | +0.3% | +0.8% | -0.5% | 0.0% |
| 30D | -1.5% | +7.7% | -9.2% | -3.7% |
| 3M | -16.8% | +6.7% | -23.5% | -18.8% |
| 6M | -9.0% | +3.6% | -12.7% | -10.9% |
| YTD | -20.1% | +28.0% | -48.0% | -27.0% |
| 1Y | -7.0% | +37.6% | -44.6% | -17.2% |
| 3Y | +72.4% | +149.0% | -76.6% | +25.2% |
| 5Y | +112.0% | +285.3% | -173.3% | +32.0% |
| 10Y | +131.6% | +302.1% | -170.5% | +37.1% |
| All | +131.6% | +309.4% | -177.9% | +37.1% |
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 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