+606.9%
GEV vs WMB
+106.4%
+500.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -0.6% |
| 7D | -1.9% | -1.7% | -0.2% | -0.6% |
| 30D | -8.7% | +0.7% | -9.4% | -9.5% |
| 3M | +6.6% | +1.5% | +5.1% | +3.8% |
| 6M | +10.2% | +0.1% | +10.2% | +8.0% |
| YTD | +41.6% | +22.9% | +18.7% | +15.4% |
| 1Y | +43.9% | +27.9% | +16.0% | +10.2% |
| All | +606.9% | +106.4% | +500.5% | +314.6% |
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