+556.2%
MS vs WMB
+278.0%
+278.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +0.6% |
| 7D | -1.7% | +1.6% | -3.3% | -2.4% |
| 30D | +0.9% | -7.1% | +8.0% | +4.1% |
| 3M | -10.8% | -4.0% | -6.8% | -9.8% |
| 6M | +0.9% | -5.7% | +6.6% | +2.3% |
| YTD | +9.8% | +17.2% | -7.4% | -1.3% |
| 1Y | +17.1% | +17.2% | -0.1% | +5.0% |
| 3Y | +175.7% | +121.1% | +54.7% | +74.5% |
| 5Y | +125.9% | +197.2% | -71.3% | +20.4% |
| 10Y | +556.2% | +280.9% | +275.3% | +175.7% |
| All | +556.2% | +278.0% | +278.1% | +175.7% |
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