+379.6%
META vs WMB
+333.1%
+46.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | +0.6% | +6.1% | +6.5% |
| 30D | +4.8% | +3.3% | +1.5% | +3.6% |
| 3M | -1.6% | +3.1% | -4.8% | -3.0% |
| 6M | -7.5% | -0.7% | -6.8% | -8.1% |
| YTD | -6.4% | +25.2% | -31.6% | -13.4% |
| 1Y | -17.3% | +32.9% | -50.2% | -25.1% |
| 3Y | +109.9% | +140.6% | -30.6% | +57.6% |
| 5Y | +65.4% | +273.5% | -208.1% | +8.3% |
| All | +379.6% | +333.1% | +46.5% | +186.7% |
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