+593.1%
MA vs WMB
+282.5%
+310.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +1.3% | +7.8% | -6.5% | -1.1% |
| 30D | +9.6% | -5.1% | +14.7% | +10.9% |
| 3M | +16.8% | -4.7% | +21.5% | +17.7% |
| 6M | +35.2% | -7.4% | +42.6% | +37.0% |
| YTD | +16.6% | +17.5% | -0.9% | +8.2% |
| 1Y | +19.8% | +19.5% | +0.3% | +10.4% |
| 3Y | +70.7% | +121.3% | -50.6% | +23.2% |
| 5Y | +87.4% | +200.5% | -113.1% | +19.3% |
| All | +593.1% | +282.5% | +310.6% | +269.1% |
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