+553.1%
MA vs WMB
+267.1%
+286.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.3% | -13.8% | +16.1% | +6.9% |
| 30D | +14.7% | -10.3% | +25.0% | +18.1% |
| 3M | +13.5% | -10.1% | +23.6% | +16.5% |
| 6M | +33.1% | -11.8% | +45.0% | +36.9% |
| YTD | +15.1% | +8.9% | +6.1% | +9.4% |
| 1Y | +18.7% | +14.0% | +4.8% | +11.0% |
| 3Y | +72.1% | +100.5% | -28.5% | +28.4% |
| 5Y | +92.8% | +179.5% | -86.7% | +25.6% |
| All | +553.1% | +267.1% | +286.0% | +255.3% |
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 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