+231.1%
GM vs WMB
+304.9%
-73.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -1.8% | -0.7% | -1.7% |
| 30D | -1.1% | -1.2% | 0.0% | -0.9% |
| 3M | +6.1% | +2.5% | +3.7% | +3.7% |
| 6M | +15.0% | -0.7% | +15.6% | +13.4% |
| YTD | +6.0% | +23.0% | -17.0% | -7.1% |
| 1Y | +47.1% | +26.7% | +20.4% | +26.0% |
| 3Y | +170.5% | +140.2% | +30.3% | +56.1% |
| 5Y | +80.5% | +271.1% | -190.6% | -19.2% |
| All | +231.1% | +304.9% | -73.8% | +21.6% |
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