+6,288.2%
MS vs WMB
+4,211.6%
+2,076.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | -0.3% | +3.3% | -3.5% | -1.4% |
| 3M | +0.3% | +3.1% | -2.8% | -1.0% |
| 6M | +31.3% | -0.7% | +32.0% | +30.8% |
| YTD | +24.7% | +25.2% | -0.5% | +15.6% |
| 1Y | +47.9% | +32.9% | +15.1% | +34.4% |
| 3Y | +178.3% | +140.6% | +37.8% | +111.8% |
| 5Y | +144.9% | +273.5% | -128.6% | +62.9% |
| 10Y | +804.5% | +334.2% | +470.3% | +460.9% |
| All | +6,288.2% | +4,211.6% | +2,076.6% | +1,990.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling