+1,714.7%
PLTR vs WMB
+350.4%
+1,364.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | 0.0% | +1.2% |
| 7D | +0.4% | +1.6% | -1.2% | -0.1% |
| 30D | -17.5% | -7.1% | -10.4% | -14.9% |
| 3M | -1.5% | -4.0% | +2.5% | -0.3% |
| 6M | +25.9% | -5.7% | +31.7% | +27.0% |
| YTD | -3.0% | +17.2% | -20.2% | -13.0% |
| 1Y | -9.7% | +17.2% | -26.9% | -19.2% |
| 3Y | +776.5% | +121.1% | +655.4% | +487.1% |
| 5Y | +649.9% | +197.2% | +452.7% | +375.3% |
| All | +1,714.7% | +350.4% | +1,364.3% | +1,010.7% |
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 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