+462.9%
META vs WMB
+282.5%
+180.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +5.2% | +7.8% | -2.6% | +3.0% |
| 30D | -13.0% | -5.1% | -7.9% | -11.9% |
| 3M | +7.9% | -4.7% | +12.7% | +9.0% |
| 6M | +4.2% | -7.4% | +11.6% | +5.6% |
| YTD | -2.5% | +17.5% | -20.0% | -8.4% |
| 1Y | +5.6% | +19.5% | -13.9% | -1.4% |
| 3Y | +96.8% | +121.3% | -24.5% | +51.0% |
| 5Y | +90.0% | +200.5% | -110.5% | +32.3% |
| All | +462.9% | +282.5% | +180.4% | +247.5% |
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