+151.2%
GE vs WMB
+284.4%
-133.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.2% | -3.8% |
| 7D | +5.1% | +8.1% | -3.0% | +1.6% |
| 30D | +7.6% | -6.9% | +14.4% | +10.4% |
| 3M | -9.3% | -5.1% | -4.2% | -7.9% |
| 6M | +11.5% | -5.7% | +17.3% | +12.7% |
| YTD | +7.9% | +18.1% | -10.2% | -2.7% |
| 1Y | +7.6% | +18.4% | -10.8% | -3.2% |
| 3Y | +265.9% | +122.7% | +143.1% | +138.9% |
| 5Y | +405.9% | +202.0% | +203.9% | +179.4% |
| All | +151.2% | +284.4% | -133.2% | +16.7% |
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