+607.1%
MS vs WMB
+267.1%
+340.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -1.6% | -13.8% | +12.3% | +5.6% |
| 30D | -3.8% | -10.3% | +6.6% | +1.0% |
| 3M | -14.6% | -10.1% | -4.5% | -10.8% |
| 6M | -5.1% | -11.8% | +6.8% | -0.6% |
| YTD | +4.5% | +8.9% | -4.4% | -2.7% |
| 1Y | +13.5% | +14.0% | -0.4% | +3.0% |
| 3Y | +160.4% | +100.5% | +59.9% | +72.9% |
| 5Y | +112.9% | +179.5% | -66.6% | +16.7% |
| All | +607.1% | +267.1% | +340.0% | +204.3% |
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