-18.8%
IBM vs WMB
+14.6%
-33.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +1.1% |
| 7D | -2.5% | -6.7% | +4.1% | -3.9% |
| 30D | +8.4% | -8.6% | +16.9% | +6.4% |
| 3M | +4.5% | -4.9% | +9.4% | +4.1% |
| 6M | +7.9% | -6.3% | +14.2% | +6.5% |
| YTD | -15.2% | +13.0% | -28.2% | -17.7% |
| All | -18.8% | +14.6% | -33.3% | -21.3% |
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