+244.8%
ORCL vs WMB
+267.1%
-22.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -11.2% | -13.8% | +2.7% | -7.3% |
| 30D | -18.8% | -10.3% | -8.5% | -16.3% |
| 3M | -18.8% | -10.1% | -8.7% | -16.4% |
| 6M | -39.7% | -11.8% | -27.9% | -38.0% |
| YTD | -39.6% | +8.9% | -48.6% | -42.1% |
| 1Y | -51.7% | +14.0% | -65.7% | -54.4% |
| 3Y | +10.2% | +100.5% | -90.3% | -10.9% |
| 5Y | +30.8% | +179.5% | -148.7% | -4.4% |
| All | +244.8% | +267.1% | -22.3% | +126.4% |
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 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