+643.2%
GEV vs WMB
+114.9%
+528.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.9% | +1.5% |
| 7D | +8.1% | +0.8% | +7.3% | +7.4% |
| 30D | -1.9% | +7.7% | -9.6% | -7.6% |
| 3M | +4.1% | +6.7% | -2.6% | -2.5% |
| 6M | +23.2% | +3.6% | +19.6% | +17.6% |
| YTD | +48.9% | +28.0% | +20.9% | +17.7% |
| 1Y | +62.2% | +37.6% | +24.6% | +16.4% |
| All | +643.2% | +114.9% | +528.2% | +323.0% |
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