+268.6%
GE vs WMB
+97.7%
+170.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +7.1% | -13.8% | +20.9% | +10.9% |
| 30D | +6.5% | -10.3% | +16.8% | +9.0% |
| 3M | -13.6% | -10.1% | -3.5% | -11.7% |
| 6M | +6.0% | -11.8% | +17.8% | +8.2% |
| YTD | +5.4% | +8.9% | -3.6% | -1.5% |
| 1Y | +6.5% | +14.0% | -7.5% | -2.5% |
| 3Y | +268.6% | +100.5% | +168.1% | +200.8% |
| All | +268.6% | +97.7% | +170.9% | +200.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling