+149.0%
WMB vs GAP
+113.8%
+35.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +0.8% | +1.7% | -0.9% | +0.7% |
| 30D | +7.7% | +9.3% | -1.6% | +7.1% |
| 3M | +6.7% | +6.1% | +0.6% | +6.2% |
| 6M | +3.6% | -2.3% | +5.9% | +3.5% |
| YTD | +28.0% | -10.6% | +38.6% | +28.2% |
| 1Y | +37.6% | -4.4% | +42.1% | +37.0% |
| 3Y | +149.0% | +118.3% | +30.7% | +129.9% |
| All | +149.0% | +113.8% | +35.3% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling