+81.9%
META vs WMB
+178.0%
-96.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.8% | -13.8% | +13.0% | +2.9% |
| 30D | -15.4% | -10.3% | -5.1% | -13.1% |
| 3M | +3.5% | -10.1% | +13.6% | +5.9% |
| 6M | -0.3% | -11.8% | +11.6% | +2.0% |
| YTD | -7.3% | +8.9% | -16.3% | -12.1% |
| 1Y | -1.1% | +14.0% | -15.1% | -7.8% |
| 3Y | +95.1% | +100.5% | -5.5% | +45.6% |
| All | +81.9% | +178.0% | -96.0% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling