+246.5%
GM vs WMB
+760.7%
-514.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.9% | +0.6% | +1.4% | +1.7% |
| 30D | -1.4% | +3.3% | -4.6% | -2.5% |
| 3M | +5.9% | +3.1% | +2.8% | +4.3% |
| 6M | +12.4% | -0.7% | +13.1% | +11.7% |
| YTD | +8.6% | +25.2% | -16.5% | 0.0% |
| 1Y | +52.6% | +32.9% | +19.8% | +37.3% |
| 3Y | +169.7% | +140.6% | +29.1% | +97.2% |
| 5Y | +87.5% | +273.5% | -185.9% | +19.7% |
| 10Y | +233.0% | +334.2% | -101.2% | +92.5% |
| All | +246.5% | +760.7% | -514.2% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling