+164.6%
GM vs WMB
+145.3%
+19.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -4.6% | +4.6% | -9.2% | -5.6% |
| 3M | +0.2% | +5.7% | -5.5% | -1.4% |
| 6M | +12.6% | +4.2% | +8.4% | +10.6% |
| YTD | +3.7% | +26.8% | -23.2% | -4.3% |
| 1Y | +45.6% | +34.7% | +11.0% | +31.1% |
| All | +164.6% | +145.3% | +19.3% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling