0.0%
MSFT vs WMB
+36.5%
-36.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.4% | -0.8% |
| 7D | -1.4% | +0.8% | -2.2% | -1.3% |
| 30D | -1.0% | +7.7% | -8.7% | +0.3% |
| 3M | +20.2% | +6.7% | +13.5% | +21.6% |
| 6M | +21.3% | +3.6% | +17.6% | +22.4% |
| YTD | +2.8% | +28.0% | -25.2% | +4.7% |
| 1Y | 0.0% | +37.6% | -37.7% | +6.0% |
| All | 0.0% | +36.5% | -36.6% | +6.0% |
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 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