+240.5%
GM vs WMB
+711.9%
-471.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.7% | -3.2% |
| 7D | -3.4% | +8.1% | -11.5% | -5.8% |
| 30D | +2.7% | -6.9% | +9.6% | +4.6% |
| 3M | -0.4% | -5.1% | +4.7% | +0.6% |
| 6M | +13.3% | -5.7% | +19.0% | +14.1% |
| YTD | +6.8% | +18.1% | -11.3% | -0.4% |
| 1Y | +21.1% | +18.4% | +2.7% | +12.7% |
| 3Y | +231.0% | +122.7% | +108.3% | +146.9% |
| 5Y | +41.9% | +202.0% | -160.1% | -3.8% |
| 10Y | +205.7% | +283.8% | -78.1% | +81.3% |
| All | +240.5% | +711.9% | -471.3% | +33.7% |
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 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