+46.2%
MSFT vs WMB
+121.9%
-75.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -1.3% | +7.8% | -9.1% | -1.8% |
| 30D | -1.8% | -5.1% | +3.3% | -1.6% |
| 3M | +5.6% | -4.7% | +10.4% | +5.8% |
| 6M | +29.8% | -7.4% | +37.2% | +30.2% |
| YTD | +9.0% | +17.5% | -8.5% | +5.0% |
| 1Y | +4.9% | +19.5% | -14.5% | +0.7% |
| 3Y | +46.2% | +121.3% | -75.1% | +32.9% |
| All | +46.2% | +121.9% | -75.6% | +32.9% |
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