+230.4%
GM vs WMB
+123.0%
+107.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.7% | -3.1% |
| 7D | -3.4% | +8.1% | -11.5% | -4.6% |
| 30D | +2.7% | -6.9% | +9.6% | +3.6% |
| 3M | -0.4% | -5.1% | +4.7% | 0.0% |
| 6M | +13.3% | -5.7% | +19.0% | +13.4% |
| YTD | +6.8% | +18.1% | -11.3% | 0.0% |
| 1Y | +21.1% | +18.4% | +2.7% | +13.2% |
| All | +230.4% | +123.0% | +107.5% | +115.7% |
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 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