+5,376.0%
WMB vs GAP
+2,258.2%
+3,117.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.6% | -4.5% | +5.0% | +1.5% |
| 30D | +3.3% | +9.0% | -5.8% | +1.1% |
| 3M | +3.1% | +5.0% | -1.9% | +1.5% |
| 6M | -0.7% | -17.8% | +17.1% | +1.8% |
| YTD | +25.2% | -10.4% | +35.6% | +25.4% |
| 1Y | +32.9% | -3.4% | +36.2% | +30.1% |
| 3Y | +140.6% | +111.5% | +29.1% | +82.1% |
| 5Y | +273.5% | +8.8% | +264.6% | +207.2% |
| 10Y | +334.2% | +32.9% | +301.3% | +192.7% |
| All | +5,376.0% | +2,258.2% | +3,117.8% | +1,915.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling