+45.4%
GILD vs WMB
+22.7%
+22.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.4% | +10.5% | +3.8% |
| 7D | +9.6% | -8.6% | +18.2% | +9.2% |
| 30D | +20.6% | -4.2% | +24.8% | +20.1% |
| 3M | +29.7% | -4.4% | +34.1% | +29.0% |
| 6M | +33.1% | -8.7% | +41.8% | +32.9% |
| YTD | +44.7% | +15.4% | +29.3% | +45.5% |
| 1Y | +45.4% | +23.7% | +21.6% | +51.0% |
| All | +45.4% | +22.7% | +22.7% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling