+141.0%
GS vs WMB
+180.0%
-39.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.3% | -1.0% | -4.2% |
| 7D | -6.3% | -14.2% | +7.9% | -0.7% |
| 30D | -3.1% | -11.2% | +8.1% | +1.1% |
| 3M | -17.7% | -9.9% | -7.8% | -14.9% |
| 6M | -4.6% | -14.4% | +9.8% | +0.3% |
| YTD | +0.3% | +9.2% | -8.9% | -6.5% |
| 1Y | +11.7% | +15.1% | -3.3% | +1.3% |
| 3Y | +183.6% | +99.2% | +84.3% | +93.6% |
| 5Y | +141.0% | +180.2% | -39.3% | +37.9% |
| All | +141.0% | +180.0% | -39.0% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling