+569.6%
MA vs WMB
+278.0%
+291.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.4% |
| 7D | -1.8% | +1.6% | -3.3% | -2.3% |
| 30D | +11.0% | -7.1% | +18.1% | +13.1% |
| 3M | +17.9% | -4.0% | +21.9% | +18.5% |
| 6M | +33.2% | -5.7% | +38.9% | +34.1% |
| YTD | +16.5% | +17.2% | -0.7% | +8.2% |
| 1Y | +19.1% | +17.2% | +1.9% | +10.5% |
| 3Y | +70.6% | +121.1% | -50.5% | +23.1% |
| 5Y | +92.1% | +197.2% | -105.1% | +22.8% |
| 10Y | +569.6% | +280.9% | +288.7% | +256.4% |
| All | +569.6% | +278.0% | +291.5% | +256.4% |
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 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