+2,521.8%
IBM vs WMB
+4,805.5%
-2,283.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -5.0% | -13.8% | +8.8% | -3.1% |
| 30D | +11.1% | -10.3% | +21.4% | +12.6% |
| 3M | +5.7% | -10.1% | +15.8% | +7.0% |
| 6M | +10.1% | -11.8% | +22.0% | +11.4% |
| YTD | -15.6% | +8.9% | -24.6% | -17.2% |
| 1Y | -19.5% | +14.0% | -33.5% | -21.6% |
| 3Y | +80.4% | +100.5% | -20.1% | +61.8% |
| 5Y | +140.0% | +179.5% | -39.5% | +104.9% |
| 10Y | +155.0% | +272.7% | -117.8% | +104.9% |
| All | +2,521.8% | +4,805.5% | -2,283.8% | +1,022.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling