+562.0%
GLW vs WMB
+278.0%
+283.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.3% | +6.5% |
| 7D | +1.4% | +1.6% | -0.1% | +1.1% |
| 30D | -18.2% | -7.1% | -11.1% | -15.5% |
| 3M | -24.2% | -4.0% | -20.2% | -22.7% |
| 6M | -41.7% | -5.7% | -36.0% | -40.3% |
| YTD | +38.3% | +17.2% | +21.1% | +30.2% |
| 1Y | +38.2% | +17.2% | +21.0% | +30.0% |
| 3Y | +363.4% | +121.1% | +242.3% | +238.6% |
| 5Y | +254.6% | +197.2% | +57.4% | +129.3% |
| 10Y | +562.0% | +280.9% | +281.0% | +278.7% |
| All | +562.0% | +278.0% | +283.9% | +278.7% |
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