+149.9%
IBM vs WMB
+267.9%
-118.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.6% |
| 7D | -2.5% | -6.7% | +4.1% | -0.8% |
| 30D | +8.4% | -8.6% | +16.9% | +10.8% |
| 3M | +4.5% | -4.9% | +9.4% | +5.4% |
| 6M | +7.9% | -6.3% | +14.2% | +8.4% |
| YTD | -15.2% | +13.0% | -28.2% | -20.1% |
| 1Y | -17.6% | +14.9% | -32.5% | -22.7% |
| 3Y | +82.1% | +113.4% | -31.3% | +37.8% |
| 5Y | +143.3% | +190.2% | -46.8% | +64.5% |
| 10Y | +149.9% | +259.9% | -109.9% | +51.1% |
| All | +149.9% | +267.9% | -118.0% | +51.1% |
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