+436.0%
META vs WMB
+265.8%
+170.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | +3.3% | -6.9% | +10.2% | +5.2% |
| 30D | -10.8% | -7.2% | -3.6% | -9.1% |
| 3M | +7.9% | -5.4% | +13.3% | +9.1% |
| 6M | +5.4% | -4.9% | +10.3% | +5.9% |
| YTD | -2.6% | +14.7% | -17.3% | -7.9% |
| 1Y | +1.9% | +14.7% | -12.8% | -3.7% |
| 3Y | +97.0% | +116.4% | -19.4% | +52.1% |
| 5Y | +97.6% | +198.5% | -100.9% | +37.8% |
| 10Y | +436.0% | +266.3% | +169.8% | +233.1% |
| All | +436.0% | +265.8% | +170.2% | +233.1% |
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