+514.9%
GEV vs WMB
+97.3%
+417.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.5% |
| 7D | +3.7% | +7.8% | -4.1% | -2.2% |
| 30D | -14.7% | -5.1% | -9.6% | -10.9% |
| 3M | -23.4% | -4.7% | -18.7% | -20.5% |
| 6M | -24.3% | -7.4% | -16.9% | -20.6% |
| YTD | +23.2% | +17.5% | +5.7% | +4.4% |
| 1Y | +44.2% | +19.5% | +24.8% | +19.4% |
| All | +514.9% | +97.3% | +417.6% | +275.1% |
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