+9.0%
MSFT vs WMB
+22.7%
-13.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -6.4% | +13.0% | +5.6% |
| 7D | +4.7% | -8.6% | +13.3% | +3.3% |
| 30D | +5.8% | -4.2% | +10.0% | +5.3% |
| 3M | +13.0% | -4.4% | +17.4% | +12.5% |
| 6M | +34.9% | -8.7% | +43.6% | +33.6% |
| YTD | +15.7% | +15.4% | +0.3% | +15.1% |
| 1Y | +9.0% | +23.7% | -14.8% | +6.7% |
| All | +9.0% | +22.7% | -13.7% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling