+4,666.7%
WMB vs GAP
+2,175.1%
+2,491.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +0.6% |
| 7D | -13.8% | -3.8% | -10.0% | -13.3% |
| 30D | -10.3% | -9.0% | -1.3% | -8.9% |
| 3M | -10.1% | +5.5% | -15.5% | -11.8% |
| 6M | -11.8% | -11.1% | -0.8% | -11.2% |
| YTD | +8.9% | -13.6% | +22.5% | +9.4% |
| 1Y | +14.0% | -2.9% | +16.8% | +11.3% |
| 3Y | +100.5% | +69.6% | +30.9% | +59.5% |
| 5Y | +179.5% | +5.4% | +174.1% | +131.1% |
| 10Y | +272.7% | +17.8% | +254.9% | +158.2% |
| All | +4,666.7% | +2,175.1% | +2,491.6% | +1,658.0% |
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 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