+322.9%
WMB vs MAS
+137.9%
+185.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | +0.6% | -0.8% | +1.3% | +0.8% |
| 30D | +3.3% | -5.6% | +8.8% | +4.9% |
| 3M | +3.1% | +4.4% | -1.3% | +0.7% |
| 6M | -0.7% | +7.2% | -7.9% | -4.6% |
| YTD | +25.2% | +16.1% | +9.1% | +16.1% |
| 1Y | +32.9% | +0.1% | +32.8% | +29.4% |
| 3Y | +140.6% | +28.3% | +112.3% | +104.7% |
| 5Y | +273.5% | +30.5% | +243.0% | +205.5% |
| All | +322.9% | +137.9% | +185.0% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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