+505.6%
MA vs WMB
+309.4%
+196.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.2% |
| 7D | -1.8% | +0.8% | -2.6% | -2.0% |
| 30D | +1.4% | +7.7% | -6.3% | -1.2% |
| 3M | +17.7% | +6.7% | +11.0% | +14.7% |
| 6M | +9.7% | +3.6% | +6.0% | +7.5% |
| YTD | +0.5% | +28.0% | -27.5% | -8.8% |
| 1Y | -2.1% | +37.6% | -39.7% | -13.8% |
| 3Y | +40.1% | +149.0% | -108.9% | -2.4% |
| 5Y | +67.5% | +285.3% | -217.8% | -2.0% |
| 10Y | +505.6% | +302.1% | +203.5% | +219.1% |
| All | +505.6% | +309.4% | +196.2% | +219.1% |
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