+265.4%
WMB vs GD
+192.5%
+73.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -4.1% |
| 7D | -14.2% | -3.9% | -10.3% | -12.3% |
| 30D | -11.2% | +8.1% | -19.3% | -14.8% |
| 3M | -9.9% | -6.8% | -3.1% | -6.7% |
| 6M | -14.4% | +3.0% | -17.4% | -16.3% |
| YTD | +9.2% | +7.8% | +1.5% | +3.0% |
| 1Y | +15.1% | +5.8% | +9.3% | +9.5% |
| 3Y | +99.2% | +55.3% | +43.9% | +46.9% |
| 5Y | +180.2% | +96.7% | +83.6% | +75.3% |
| All | +265.4% | +192.5% | +73.0% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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