+160.4%
MS vs WMB
+97.7%
+62.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -1.6% | -13.8% | +12.3% | +3.2% |
| 30D | -3.8% | -10.3% | +6.6% | -0.6% |
| 3M | -14.6% | -10.1% | -4.5% | -12.1% |
| 6M | -5.1% | -11.8% | +6.8% | -2.2% |
| YTD | +4.5% | +8.9% | -4.4% | -2.9% |
| 1Y | +13.5% | +14.0% | -0.4% | +2.8% |
| 3Y | +160.4% | +100.5% | +59.9% | +77.5% |
| All | +160.4% | +97.7% | +62.7% | +77.5% |
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