+149.6%
IBM vs WMB
+267.1%
-117.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -5.0% | -13.8% | +8.8% | -1.1% |
| 30D | +11.1% | -10.3% | +21.4% | +14.2% |
| 3M | +5.7% | -10.1% | +15.8% | +8.3% |
| 6M | +10.1% | -11.8% | +22.0% | +12.6% |
| YTD | -15.6% | +8.9% | -24.6% | -19.6% |
| 1Y | -19.5% | +14.0% | -33.5% | -24.5% |
| 3Y | +80.4% | +100.5% | -20.1% | +39.2% |
| 5Y | +140.0% | +179.5% | -39.5% | +64.1% |
| All | +149.6% | +267.1% | -117.5% | +53.1% |
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