+52.3%
MSFT vs WMB
+97.7%
-45.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +1.7% | -13.8% | +15.5% | +2.5% |
| 30D | +0.2% | -10.3% | +10.5% | +0.7% |
| 3M | +6.4% | -10.1% | +16.4% | +6.9% |
| 6M | +28.7% | -11.8% | +40.5% | +29.3% |
| YTD | +10.4% | +8.9% | +1.5% | +6.9% |
| 1Y | +7.6% | +14.0% | -6.3% | +3.3% |
| 3Y | +52.3% | +100.5% | -48.2% | +39.4% |
| All | +52.3% | +97.7% | -45.4% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling