+128.3%
SBUX vs WMB
+315.8%
-187.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -6.3% | 0.0% | -6.2% | -6.3% |
| 30D | -3.9% | +4.6% | -8.4% | -5.3% |
| 3M | +3.3% | +5.7% | -2.5% | +1.2% |
| 6M | +1.4% | +4.2% | -2.8% | -0.3% |
| YTD | +21.0% | +26.8% | -5.9% | +11.3% |
| 1Y | +22.4% | +34.7% | -12.3% | +10.1% |
| 3Y | +13.2% | +146.8% | -133.6% | -18.0% |
| 5Y | -5.2% | +285.0% | -290.2% | -41.5% |
| 10Y | +128.3% | +313.2% | -184.8% | +16.0% |
| All | +128.3% | +315.8% | -187.5% | +16.0% |
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