+93.4%
META vs WMB
+98.2%
-4.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.4% | -3.2% |
| 7D | -3.1% | -14.2% | +11.1% | -1.0% |
| 30D | -18.1% | -11.2% | -6.9% | -16.7% |
| 3M | +2.9% | -9.9% | +12.7% | +4.2% |
| 6M | +0.2% | -14.4% | +14.5% | +2.1% |
| YTD | -8.1% | +9.2% | -17.3% | -12.3% |
| 1Y | -4.5% | +15.1% | -19.6% | -10.3% |
| All | +93.4% | +98.2% | -4.8% | +70.5% |
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 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