+441.5%
WMB vs MSCI
+3,095.4%
-2,653.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.7% |
| 7D | -13.8% | +2.8% | -16.6% | -15.0% |
| 30D | -10.3% | +15.4% | -25.7% | -15.9% |
| 3M | -10.1% | +13.4% | -23.5% | -15.2% |
| 6M | -11.8% | +10.9% | -22.8% | -17.2% |
| YTD | +8.9% | +13.0% | -4.0% | +0.3% |
| 1Y | +14.0% | +12.0% | +1.9% | +5.3% |
| 3Y | +100.5% | +34.1% | +66.4% | +65.0% |
| 5Y | +179.5% | +3.9% | +175.6% | +145.3% |
| 10Y | +272.7% | +802.0% | -529.3% | +4.6% |
| All | +441.5% | +3,095.4% | -2,653.9% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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