+493.9%
GLW vs WMB
+267.1%
+226.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -13.9% | -13.8% | -0.1% | -8.4% |
| 30D | -35.0% | -10.3% | -24.7% | -32.0% |
| 3M | -32.4% | -10.1% | -22.3% | -29.3% |
| 6M | -41.3% | -11.8% | -29.5% | -38.2% |
| YTD | +21.8% | +8.9% | +12.9% | +18.1% |
| 1Y | +21.8% | +14.0% | +7.9% | +15.9% |
| 3Y | +307.7% | +100.5% | +207.1% | +209.7% |
| 5Y | +213.7% | +179.5% | +34.2% | +108.1% |
| All | +493.9% | +267.1% | +226.8% | +250.1% |
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