+568.4%
MA vs WMB
+265.8%
+302.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | 0.0% |
| 7D | +1.8% | -6.9% | +8.7% | +3.9% |
| 30D | +11.8% | -7.2% | +19.0% | +13.9% |
| 3M | +17.2% | -5.4% | +22.6% | +18.4% |
| 6M | +33.4% | -4.9% | +38.3% | +33.8% |
| YTD | +16.1% | +14.7% | +1.5% | +8.6% |
| 1Y | +19.9% | +14.7% | +5.2% | +12.0% |
| 3Y | +70.1% | +116.4% | -46.3% | +23.6% |
| 5Y | +89.6% | +198.5% | -108.9% | +20.9% |
| 10Y | +568.4% | +266.3% | +302.1% | +259.3% |
| All | +568.4% | +265.8% | +302.6% | +259.3% |
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