+232.7%
GLW vs WMB
+200.5%
+32.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | +7.7% | +7.8% | -0.1% | +3.9% |
| 30D | -18.8% | -5.1% | -13.7% | -16.7% |
| 3M | -27.7% | -4.7% | -23.0% | -25.9% |
| 6M | -44.4% | -7.4% | -37.0% | -42.5% |
| YTD | +31.3% | +17.5% | +13.8% | +22.3% |
| 1Y | +40.0% | +19.5% | +20.6% | +29.3% |
| 3Y | +339.2% | +121.3% | +218.0% | +207.1% |
| All | +232.7% | +200.5% | +32.2% | +102.4% |
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