+627.7%
GEV vs WMB
+113.0%
+514.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.4% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | -4.0% | +4.6% | -8.6% | -7.5% |
| 3M | +3.4% | +5.7% | -2.3% | -2.5% |
| 6M | +14.7% | +4.2% | +10.5% | +8.9% |
| YTD | +45.8% | +26.8% | +18.9% | +16.0% |
| 1Y | +57.4% | +34.7% | +22.7% | +15.2% |
| All | +627.7% | +113.0% | +514.6% | +317.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling