+73.5%
MSFT vs WMB
+275.1%
-201.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | +2.7% | +3.3% | -0.6% | +2.1% |
| 3M | +17.0% | +3.1% | +13.8% | +16.0% |
| 6M | +23.8% | -0.7% | +24.5% | +23.5% |
| YTD | +4.0% | +25.2% | -21.2% | -1.8% |
| 1Y | -0.8% | +32.9% | -33.7% | -7.9% |
| 3Y | +55.6% | +140.6% | -85.0% | +22.7% |
| All | +73.5% | +275.1% | -201.7% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling