+32,991.5%
GILD vs WMB
+5,274.3%
+27,717.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.9% |
| 7D | -4.8% | -1.0% | -3.8% | -4.7% |
| 30D | +5.8% | -0.4% | +6.2% | +5.8% |
| 3M | +14.9% | +3.2% | +11.7% | +14.3% |
| 6M | -0.4% | +0.1% | -0.4% | -0.6% |
| YTD | +18.5% | +23.9% | -5.3% | +14.7% |
| 1Y | +25.1% | +27.6% | -2.5% | +20.4% |
| 3Y | +105.9% | +141.9% | -36.0% | +79.9% |
| 5Y | +143.0% | +273.8% | -130.8% | +98.4% |
| 10Y | +162.4% | +303.4% | -141.1% | +104.6% |
| All | +32,991.5% | +5,274.3% | +27,717.2% | +15,631.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling