+2,413.6%
IBM vs WMB
+5,535.5%
-3,121.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | +0.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +0.3% | +3.3% | -3.0% | -0.2% |
| 3M | -21.6% | +3.1% | -24.7% | -22.1% |
| 6M | -4.7% | -0.7% | -4.0% | -5.0% |
| YTD | -19.1% | +25.2% | -44.2% | -22.0% |
| 1Y | -2.5% | +32.9% | -35.4% | -6.9% |
| 3Y | +74.2% | +140.6% | -66.4% | +52.5% |
| 5Y | +113.1% | +273.5% | -160.3% | +75.2% |
| 10Y | +133.5% | +334.2% | -200.7% | +84.0% |
| All | +2,413.6% | +5,535.5% | -3,121.9% | +957.4% |
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