+70.1%
MA vs WMB
+114.7%
-44.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | +0.3% |
| 7D | +1.8% | -6.9% | +8.7% | +2.4% |
| 30D | +11.8% | -7.2% | +19.0% | +12.4% |
| 3M | +17.2% | -5.4% | +22.6% | +17.4% |
| 6M | +33.4% | -4.9% | +38.3% | +33.1% |
| YTD | +16.1% | +14.7% | +1.5% | +11.4% |
| 1Y | +19.9% | +14.7% | +5.2% | +14.9% |
| 3Y | +70.1% | +116.4% | -46.3% | +40.1% |
| All | +70.1% | +114.7% | -44.6% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling