+79.1%
META vs WMB
+180.0%
-100.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.4% | -2.6% |
| 7D | -3.1% | -14.2% | +11.1% | +0.6% |
| 30D | -18.1% | -11.2% | -6.9% | -15.7% |
| 3M | +2.9% | -9.9% | +12.7% | +5.2% |
| 6M | +0.2% | -14.4% | +14.5% | +3.4% |
| YTD | -8.1% | +9.2% | -17.3% | -12.9% |
| 1Y | -4.5% | +15.1% | -19.6% | -11.3% |
| 3Y | +94.2% | +99.2% | -5.0% | +45.3% |
| 5Y | +79.1% | +180.2% | -101.2% | +17.4% |
| All | +79.1% | +180.0% | -100.9% | +17.4% |
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