+4,947.9%
WMB vs MAS
+1,727.7%
+3,220.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.6% | -12.0% | -8.2% |
| 7D | -8.6% | +14.2% | -22.8% | -12.8% |
| 30D | -4.2% | +26.8% | -31.0% | -11.9% |
| 3M | -4.4% | +13.1% | -17.5% | -9.0% |
| 6M | -8.7% | +27.9% | -36.6% | -17.5% |
| YTD | +15.4% | +38.7% | -23.3% | +0.2% |
| 1Y | +23.7% | +40.4% | -16.6% | +6.8% |
| 3Y | +110.4% | +66.1% | +44.3% | +65.8% |
| 5Y | +198.9% | +47.4% | +151.5% | +138.8% |
| 10Y | +294.7% | +238.3% | +56.4% | +130.4% |
| All | +4,947.9% | +1,727.7% | +3,220.2% | +1,590.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling