+283.3%
WMB vs GAP
+2.4%
+280.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | +8.1% | -5.2% | +13.3% | +8.9% |
| 30D | -6.9% | -6.9% | 0.0% | -6.1% |
| 3M | -5.1% | +5.7% | -10.8% | -6.5% |
| 6M | -5.7% | +0.9% | -6.6% | -6.9% |
| YTD | +18.1% | -14.5% | +32.5% | +18.7% |
| 1Y | +18.4% | -12.1% | +30.5% | +18.3% |
| 3Y | +122.7% | +72.2% | +50.6% | +83.7% |
| 5Y | +202.0% | +4.5% | +197.5% | +161.6% |
| All | +283.3% | +2.4% | +280.9% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling