+893.1%
MSFT vs WMB
+254.8%
+638.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +1.7% | -13.8% | +15.5% | +5.3% |
| 30D | +0.2% | -10.3% | +10.5% | +2.6% |
| 3M | +6.4% | -10.1% | +16.4% | +8.6% |
| 6M | +28.7% | -11.8% | +40.5% | +31.6% |
| YTD | +10.4% | +8.9% | +1.5% | +6.2% |
| 1Y | +7.6% | +14.0% | -6.3% | +2.1% |
| 3Y | +52.3% | +100.5% | -48.2% | +21.5% |
| 5Y | +64.5% | +179.5% | -115.0% | +18.1% |
| All | +893.1% | +254.8% | +638.4% | +519.7% |
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 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