+868.6%
MSFT vs WMB
+309.4%
+559.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.4% | -1.7% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | -1.0% | +7.7% | -8.7% | -3.0% |
| 3M | +20.2% | +6.7% | +13.5% | +17.8% |
| 6M | +21.3% | +3.6% | +17.6% | +19.3% |
| YTD | +2.8% | +28.0% | -25.2% | -4.7% |
| 1Y | 0.0% | +37.6% | -37.7% | -9.4% |
| 3Y | +51.2% | +149.0% | -97.8% | +14.4% |
| 5Y | +71.4% | +285.3% | -213.9% | +13.1% |
| 10Y | +868.6% | +302.1% | +566.5% | +493.0% |
| All | +868.6% | +309.4% | +559.2% | +493.0% |
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