+5,285.6%
MS vs WMB
+3,663.1%
+1,622.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.3% | -0.6% | -4.4% |
| 7D | -3.4% | -14.2% | +10.8% | +0.9% |
| 30D | -3.9% | -11.2% | +7.3% | -0.7% |
| 3M | -15.9% | -9.9% | -6.0% | -13.7% |
| 6M | -2.5% | -14.4% | +11.9% | +1.3% |
| YTD | +5.1% | +9.2% | -4.1% | +1.2% |
| 1Y | +13.0% | +15.1% | -2.1% | +7.0% |
| 3Y | +160.7% | +99.2% | +61.4% | +109.1% |
| 5Y | +114.0% | +180.2% | -66.2% | +54.6% |
| 10Y | +637.5% | +273.7% | +363.7% | +377.0% |
| All | +5,285.6% | +3,663.1% | +1,622.6% | +1,730.1% |
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