+346.9%
ORCL vs WMB
+333.1%
+13.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +10.0% | +3.3% | +6.7% | +8.8% |
| 3M | -32.6% | +3.1% | -35.7% | -33.5% |
| 6M | +4.9% | -0.7% | +5.6% | +4.1% |
| YTD | -17.8% | +25.2% | -42.9% | -24.1% |
| 1Y | -28.0% | +32.9% | -60.8% | -35.0% |
| 3Y | +36.0% | +140.6% | -104.5% | +4.5% |
| 5Y | +88.7% | +273.5% | -184.7% | +27.5% |
| All | +346.9% | +333.1% | +13.8% | +177.0% |
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 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