-2.7%
GS vs WMB
-8.9%
+6.2%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.3% | -1.0% | -5.7% |
| 7D | -6.3% | -14.2% | +7.9% | -5.6% |
| 30D | -3.1% | -11.2% | +8.1% | -2.8% |
| All | -2.7% | -8.9% | +6.2% | -2.7% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling